Concept Drift Detection in Streams of Labelled Data Using the Restricted Boltzmann Machine

摘要

In this paper, the method of concept drift detection in time-varying data stream mining is considered. The Restricted Boltzmann Machine (RBM) is proposed to be applied as a drift detector. The RBMs which are able to learn joint probability distributions of attribute values and their classes were taken into account. Properly learned they contain a compressed information about the underlying data distribution. The RBM learned on a part of the data stream can be used to determine possible changes in the data stream probability distribution. Two evaluation measures are applied as indicators of possible sudden or gradual changes: the reconstruction error and the free energy. In experiments conducted on synthetic datasets, both measures proved to be well suited for the task of concept drift detection.