arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1504.01044stat.MLcs.LG
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流数据的概念漂移检测

Concept Drift Detection for Streaming Data

Johns Hopkins University(约翰斯·霍普金斯大学);Robert Bosch LLC Research and Technology Center North America(罗伯特·博世有限责任公司北美研究与技术中心)

Heng Wang, Zubin Abraham

摘要:

常见的统计预测模型通常需要并假设数据的平稳性。然而,在许多实际应用中,随着时间的推移,经常观察到的响应和预测变量的关系的变化,导致这些模型的预测性能的恶化。本文提出了线性四率(LFR),这是一个用于检测这些概念漂移并随后识别属于新概念的数据点(用于重新学习模型)的框架。与传统的概念漂移检测方法不同,LFR可以应用于批处理和流数据;不受响应变量的分布特性的限制(例如,具有不平衡标签的数据集);独立于底层的几何模型;并且使用直观可理解的用户指定的参数。LFR的性能进行比较,基准方法使用模拟和常用的公共数据集,跨越色域的概念漂移类型。结果表明,LFR在召回率,准确率和延迟检测跨数据集的概念漂移方面显着优于基准方法。

英文摘要:

Common statistical prediction models often require and assume stationarity in the data. However, in many practical applications, changes in the relationship of the response and predictor variables are regularly observed over time, resulting in the deterioration of the predictive performance of these models. This paper presents Linear Four Rates (LFR), a framework for detecting these concept drifts and subsequently identifying the data points that belong to the new concept (for relearning the model). Unlike conventional concept drift detection approaches, LFR can be applied to both batch and stream data; is not limited by the distribution properties of the response variable (e.g., datasets with imbalanced labels); is independent of the underlying statistical-model; and uses user-specified parameters that are intuitively comprehensible. The performance of LFR is compared to benchmark approaches using both simulated and commonly used public datasets that span the gamut of concept drift types. The results show LFR significantly outperforms benchmark approaches in terms of recall, accuracy and delay in detection of concept drifts across datasets.

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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