Categorizing and Mining Concept Drifting Data Streams

摘要

Mining concept drifting data streams is a defining challenge for data mining research. Recent years have seen a large body of work on detecting changes and building prediction models from stream data, with a vague understanding on the types of the concept drifting and the impact of different types of concept drifting on the mining algorithms. In this paper, we first categorize concept drifting into two scenarios: Loose Concept Drifting (LCD) and Rigorous Concept Drifting (RCD), and then propose solutions to handle each of them separately. For LCD data streams, because concepts in adjacent data chunks are sufficiently close to each other, we apply kernel mean matching (KMM) method to minimize the discrepancy of the data chunks in the kernel space. Such a minimization process will produce weighted instances to build classifier ensemble and handle concept drifting data streams. For RCD data streams, because genuine concepts in adjacent data chunks may randomly and rapidly change, we propose a new Optimal Weights Adjustment (OWA) method to determine the optimum weight values for classifiers trained from the most recent (up-to-date) data chunk, such that those classifiers can form an accurate classifier ensemble to predict instances in the yet-to-come data chunk. Experiments on synthetic and real-world datasets will show that weighted instance approach is preferable when the concept drifting is mainly caused by the changing of the class prior probability; whereas the weighted classifier approach is preferable when the concept drifting is mainly triggered by the changing of the conditional probability.