Dynamic adaptation of online ensembles for drifting data streams

摘要

The success of data stream mining techniques has allowed decision makers to analyze their data in multiple domains, ranging from monitoring network intrusion to financial markets analysis and online sales transactions exploration. Specifically, online ensembles that construct accurate models against drifting data streams have been developed. Recently, there has been a surge in interest in mobile (or so-called pocket) data stream mining, aiming to construct near real-time models for data stream mining applications that run on mobile devices. In such a setting, it follows that the computational resources are limited and that there is a need to adapt analytics to map the resource usage requirements. Consequently, the resultant models should not only be highly accurate, but they should also adapt swiftly to changes. In addition, the data mining techniques should be fast, scalable, and efficient in terms of resource allocation. It then becomes important to consider Return on Investment (ROI) issues such as storage requirements and memory utilization. This paper introduces the Adaptive Ensemble Size (AES) algorithm, an extension of the Online Bagging method, to address these issues. Our AES method dynamically adapts the sizes of ensembles, based on ROI usage patterns. We illustrate our approach by analyzing the performances against both synthetic and real-world data streams. The results, when comparing our AES algorithm with the state-of-the-art, indicate that we are able to obtain a high Return on Investment (ROI) and to swiftly adapt to change, without compromising on the predictive accuracy.