GOOWE: geometrically optimum and online-weighted ensemble classifier for evolving data streams

Date
2018-01-25
Advisor
Instructor
Source Title
ACM Transactions on Knowledge Discovery from Data
Print ISSN
1556-4681
Electronic ISSN
1556-472X
Publisher
Association for Computing Machinery
Volume
12
Issue
2
Pages
25 - 33
Language
English
Type
Article
Journal Title
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Volume Title
Abstract

Designing adaptive classifiers for an evolving data stream is a challenging task due to the data size and its dynamically changing nature. Combining individual classifiers in an online setting, the ensemble approach, is a well-known solution. It is possible that a subset of classifiers in the ensemble outperforms others in a time-varying fashion. However, optimum weight assignment for component classifiers is a problem which is not yet fully addressed in online evolving environments. We propose a novel data stream ensemble classifier, called Geometrically Optimum and Online-Weighted Ensemble (GOOWE), which assigns optimum weights to the component classifiers using a sliding window containing the most recent data instances. We map vote scores of individual classifiers and true class labels into a spatial environment. Based on the Euclidean distance between vote scores and ideal-points, and using the linear least squares (LSQ) solution, we present a novel, dynamic, and online weighting approach. While LSQ is used for batch mode ensemble classifiers, it is the first time that we adapt and use it for online environments by providing a spatial modeling of online ensembles. In order to show the robustness of the proposed algorithm, we use real-world datasets and synthetic data generators using the MOA libraries. First, we analyze the impact of our weighting system on prediction accuracy through two scenarios. Second, we compare GOOWE with 8 state-of-the-art ensemble classifiers in a comprehensive experimental environment. Our experiments show that GOOWE provides improved reactions to different types of concept drift compared to our baselines. The statistical tests indicate a significant improvement in accuracy, with conservative time and memory requirements.

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Keywords
Ensemble classifier, Concept drift, Evolving data stream, Dynamic weighting, Geometry of voting, Least squares, Spatial modeling for online ensembles
Citation
Published Version (Please cite this version)