An ensemble method for concept drift in nonstationary environment

摘要

Most statistical and data-mining algorithms assume that data come from a stationary distribution. However, in many real-world classification tasks, data arrive over time and the target concept to be learned from the data stream may change accordingly. Many algorithms have been proposed for learning drifting concepts. To deal with the problem of learning when the distribution generating the data changes over time, dynamic weighted majority was proposed as an ensemble method for concept drift. Unfortunately, this technique considers neither the age of the classifiers in the ensemble nor their past correct classification. In this paper, we propose a method that takes into account expert's age as well as its contribution to the global algorithm's accuracy. We evaluate the effectiveness of our proposed method by using m classifiers and training a collection of n-fold partitioning of the data. Experimental results on a benchmark data set show that our method outperforms existing ones.