On the Window Size for Classification in Changing Environments

Classification in changing environments (commonly known as concept drift) requires adaptation of the classifier to accommodate the changes. One approach is to keep a moving window on the streaming data and constantly update the classifier on it. Here we consider an abrupt change scenario where one set of probability distributions of the classes is instantly replaced with another. For a fixed ‘transition period’ around the change, we derive a generic relationship between the size of the moving window and the classification error rate. We derive expressions for the error in the transition period and for the optimal window size for the case of two Gaussian classes where the concept change is a geometrical displacement of the whole class configuration in the space. A simple window resize strategy based on the derived relationship is proposed and compared with fixed-size windows on a real benchmark data set data set (Electricity Market)

Surrogate Assisted Optimisation for Travelling Thief Problems

The travelling thief problem (TTP) is a multi-component optimisation problem involving two interdependent NP-hard components: the travelling salesman problem (TSP) and the knapsack problem (KP). Recent state-of-the-art TTP solvers modify the underlying TSP and KP solutions in an iterative and interleaved fashion. The TSP solution (cyclic tour) is typically changed in a deterministic way, while changes to the KP solution typically involve a random search, effectively resulting in a quasi-meandering exploration of the TTP solution space. Once a plateau is reached, the iterative search of the TTP solution space is restarted by using a new initial TSP tour. We propose to make the search more efficient through an adaptive surrogate model (based on a customised form of Support Vector Regression) that learns the characteristics of initial TSP tours that lead to good TTP solutions. The model is used to filter out non-promising initial TSP tours, in effect reducing the amount of time spent to find a good TTP solution. Experiments on a broad range of benchmark TTP instances indicate that the proposed approach filters out a considerable number of non-promising initial tours, at the cost of omitting only a small number of the best TTP solutions

Assessing spatiotemporal correlations from data for short-term traffic prediction using multi-task learning

Traffic flow prediction is a fundamental problem for efficient transportation control and management. However, most current data-driven traffic prediction work found in the literature have focused on predicting traffic from an individual task perspective, and have not fully leveraged the implicit knowledge present in a road-network through space and time correlations. Such correlations are now far easier to isolate due to the recent profusion of traffic data sources and more specifically their wide geographic spread. In this paper, we take a multi-task learning (MTL) approach whose fundamental aim is to improve the generalization performance by leveraging the domain-specific information contained in related tasks that are jointly learned. In addition, another common factor found in the literature is that a historical dataset is used for the calibration and the assessment of the proposed approach, without dealing in any explicit or implicit way with the frequent challenges found in real-time prediction. In contrast, we adopt a different approach which faces this problem from a point of view of streams of data, and thus the learning procedure is undertaken online, giving greater importance to the most recent data, making data-driven decisions online, and undoing decisions which are no longer optimal. In the experiments presented we achieve a more compact and consistent knowledge in the form of rules automatically extracted from data, while maintaining or even improving, in some cases, the performance over single-task learning (STL).Peer ReviewedPostprint (published version