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arXiv 1207.1379cs.LGstat.ML
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时变数据流中概念变化的可交换性检测

On the Detection of Concept Changes in Time-Varying Data Stream by Testing Exchangeability

George Mason University(乔治梅森大学)

Shen-Shyang Ho, Harry Wechsler

摘要:

最近提出了一种基于测试数据交换的概念变化检测的鞅框架(Ho,2005)。在本文中,我们描述了建议的变化检测测试的Doob的最大不等式的基础上,并表明它是一个近似的序贯概率比检验(SPRT)。从近似中推导出在所提出的测试中使用的阈值与其大小和功率之间的关系。使用SPRT的平均样本数估计检测到变化之前的平均延迟时间。使用不同的阈值的测试的性能进行了检查五个不同的数据流的情况下,使用两个合成数据集模拟。最后,实验结果表明,该测试是有效的检测变化的时变数据流模拟使用三个基准数据集。

英文摘要:

A martingale framework for concept change detection based on testing data exchangeability was recently proposed (Ho, 2005). In this paper, we describe the proposed change-detection test based on the Doob's Maximal Inequality and show that it is an approximation of the sequential probability ratio test (SPRT). The relationship between the threshold value used in the proposed test and its size and power is deduced from the approximation. The mean delay time before a change is detected is estimated using the average sample number of a SPRT. The performance of the test using various threshold values is examined on five different data stream scenarios simulated using two synthetic data sets. Finally, experimental results show that the test is effective in detecting changes in time-varying data streams simulated using three benchmark data sets.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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