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Learning concept drift in nonstationary environments using an ensemble of classifiers based approach

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4 Author(s)
Karnick, M. ; Electr. & Comput. Eng. Dept., Rowan Univ., Glassboro, NJ ; Ahiskali, M. ; Muhlbaier, M.D. ; Polikar, R.

We describe an ensemble of classifiers based approach for incrementally learning from new data drawn from a distribution that changes in time, i.e., data obtained from a nonstationary environment. Specifically, we generate a new classifier using each additional dataset that becomes available from the changing environment. The classifiers are combined by a modified weighted majority voting, where the weights are dynamically updated based on the classifierspsila current and past performances, as well as their age. This mechanism allows the algorithm to track the changing environment by weighting the most recent and relevant classifiers higher. However, it also utilizes old classifiers by assigning them appropriate voting weights should a cyclical environment renders them relevant again. The algorithm learns incrementally, i.e., it does not need access to previously used data. The algorithm is also independent of a specific classifier model, and can be used with any classifier that fits the characteristics of the underlying problem. We describe the algorithm, and compare its performance using several classifier models, and on different environments as a function of time for several values of rate-of-change.

Published in:

Neural Networks, 2008. IJCNN 2008. (IEEE World Congress on Computational Intelligence). IEEE International Joint Conference on

Date of Conference:

1-8 June 2008