Statistical Mechanics of On-Line Learning Under Concept Drift

We introduce a modeling framework for the investigation of on-line machine learning processes in non-stationary environments. We exemplify the approach in terms of two specific model situations: In the first, we consider the learning of a classification scheme from clustered data by means of prototype-based Learning Vector Quantization (LVQ). In the second, we study the training of layered neural networks with sigmoidal activations for the purpose of regression. In both cases, the target, i.e., the classification or regression scheme, is considered to change continuously while the system is trained from a stream of labeled data. We extend and apply methods borrowed from statistical physics which have been used frequently for the exact description of training dynamics in stationary environments. Extensions of the approach allow for the computation of typical learning curves in the presence of concept drift in a variety of model situations. First results are presented and discussed for stochastic drift processes in classification and regression problems. They indicate that LVQ is capable of tracking a classification scheme under drift to a non-trivial extent. Furthermore, we show that concept drift can cause the persistence of sub-optimal plateau states in gradient based training of layered neural networks for regression

Tackling heterogeneous concept drift with the Self-Adjusting Memory (SAM)

Losing V, Hammer B, Wersing H. Tackling heterogeneous concept drift with the Self-Adjusting Memory (SAM). KNOWLEDGE AND INFORMATION SYSTEMS. 2018;54(1):171-201.Data mining in non-stationary data streams is particularly relevant in the context of Internet of Things and Big Data. Its challenges arise from fundamentally different drift types violating assumptions of data independence or stationarity. Available methods often struggle with certain forms of drift or require unavailable a priori task knowledge. We propose the Self-Adjusting Memory (SAM) model for the k-nearest-neighbor (kNN) algorithm. SAM-kNN can deal with heterogeneous concept drift, i.e., different drift types and rates, using biologically inspired memory models and their coordination. Its basic idea is to have dedicated models for current and former concepts used according to the demands of the given situation. It can be easily applied in practice without meta parameter optimization. We conduct an extensive evaluation on various benchmarks, consisting of artificial streams with known drift characteristics and real-world datasets. We explicitly add new benchmarks enabling a precise performance analysis on multiple types of drift. Highly competitive results throughout all experiments underline the robustness of SAM-kNN as well as its capability to handle heterogeneous concept drift. Knowledge about drift characteristics in streaming data is not only crucial for a precise algorithm evaluation, but it also facilitates the choice of an appropriate algorithm on real-world applications. Therefore, we additionally propose two tests, able to determine the type and strength of drift. We extract the drift characteristics of all utilized datasets and use it for our analysis of the SAM in relation to other methods

Proceedings - 31. Workshop Computational Intelligence : Berlin, 25. - 26. November 2021

The proceedings of the 31st Workshop on Computational Intelligence focus on methods, applications, and tools for fuzzy systems, artificial neural networks, deep learning, system identification, and data mining techniques