论文标题

Driftsurf:概念下的风险竞争性学习算法漂移

DriftSurf: A Risk-competitive Learning Algorithm under Concept Drift

论文作者

Tahmasbi, Ashraf, Jothimurugesan, Ellango, Tirthapura, Srikanta, Gibbons, Phillip B.

论文摘要

从流数据中学习时,数据分布(也称为概念漂移)的变化可能会导致以前的模型不准确,并需要培训新模型。我们提出了一种自适应学习算法,该算法通过将漂移检测纳入更广泛的稳定状态/反应状态过程来扩展以前的基于漂移检测的方法。我们方法的优点是,我们可以在稳定状态下使用积极的漂移检测来达到高检测率,但是通过反应性态度缓解了独立漂移检测的假阳性速率,该反应态对真实漂移的反应迅速反应,同时消除了大多数假阳性。该算法在其基础学习者中是通用的,可以在各种监督的学习问题中应用。我们的理论分析表明,该算法的风险与Oracle了解何时发生(突然)漂移的算法具有竞争力。具有概念漂移的合成和真实数据集的实验证实了我们的理论分析。

When learning from streaming data, a change in the data distribution, also known as concept drift, can render a previously-learned model inaccurate and require training a new model. We present an adaptive learning algorithm that extends previous drift-detection-based methods by incorporating drift detection into a broader stable-state/reactive-state process. The advantage of our approach is that we can use aggressive drift detection in the stable state to achieve a high detection rate, but mitigate the false positive rate of standalone drift detection via a reactive state that reacts quickly to true drifts while eliminating most false positives. The algorithm is generic in its base learner and can be applied across a variety of supervised learning problems. Our theoretical analysis shows that the risk of the algorithm is competitive to an algorithm with oracle knowledge of when (abrupt) drifts occur. Experiments on synthetic and real datasets with concept drifts confirm our theoretical analysis.

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