Concept drift has potential in smart grid analysis because the socio-economic behaviour of consumers is not governed by the laws of physics. Likewise there are also applications in wind power forecasting. In this paper we present decision tree ensemble classification method based on the Random Forest algorithm for concept drift. The weighted majority voting ensemble aggregation rule is employed based on the ideas of Accuracy Weighted Ensemble (AWE) method. Base learner weight in our case is computed for each sample evaluation using base learners accuracy and intrinsic proximity measure of Random Forest. Our algorithm exploits both temporal weighting of samples and ensemble pruning as a forgetting strategy. We present results of empirical comparison of our method with original random forest with incorporated "replace-the-looser" forgetting andother state-of-the-art concept-drfit classifiers like AWE2.
Random forest and deep neural network are two schools of effective classification methods in machine learning. While the random forest is robust irrespective of the data domain, the deep neural network has advantages in handling high dimensional data. In view that a differentiable neural decision forest can be added to the neural network to fully exploit the benefits of both models, in our work, we further combine convolutional autoencoder with neural decision forest, where autoencoder has its advantages in finding the hidden representations of the input data. We develop a gradient boost modul…
A Machine Learning Framework for Handling Unreliable Absence Label and Class Imbalance for Marine Stinger Beaching Prediction
Transitional Artificial Intelligence Research Group, School of Mathematics and Statistics（过渡人工智能研究组与数学与统计学院）；School of Mathematics and Statistics（数学与统计学院）；Center for Marine Science and Innovation（海洋科学与创新中心）
In surveys, the interest lies in estimating finite population parameters such as population totals and means. In most surveys, some auxiliary information is available at the estimation stage. This information may be incorporated in the estimation procedures to increase their precision. In this article, we use random forests to estimate the functional relationship between the survey variable and the auxiliary variables. In recent years, random forests have become attractive as National Statistical Offices have now access to a variety of data sources, potentially exhibiting a large number of obs…
Random forest is a popular prediction approach for handling high dimensional covariates. However, it often becomes infeasible to interpret the obtained high dimensional and non-parametric model. Aiming for obtaining an interpretable predictive model, we develop a forward variable selection method using the continuous ranked probability score (CRPS) as the loss function. Our stepwise procedure leads to a smallest set of variables that optimizes the CRPS risk by performing at each step a hypothesis test on a significant decrease in CRPS risk. We provide mathematical motivation for our method by …
Functional Random Forest with Adaptive Cost-Sensitive Splitting for Imbalanced Functional Data Classification
Fahad Mostafa School of Mathematical and Natural Sciences, Arizona State University, USA（法哈德·莫斯塔法 数学与自然科学学院，亚利桑那州立大学）；Hafiz Khan Department of Public Health, Julia Jones Matthews School of Population and Public Health, Texas Tech Health Sciences Center, USA（哈菲兹·汗 公共卫生部，朱莉亚·琼斯·马修斯流行病学与公共卫生学院，德克萨斯技术健康科学中心）
In many real-world applications, data are often collected in the form of stream, and thus the distribution usually changes in nature, which is referred as concept drift in literature. We propose a novel and effective approach to handle concept drift via model reuse, leveraging previous knowledge by reusing models. Each model is associated with a weight representing its reusability towards current data, and the weight is adaptively adjusted according to the model performance. We provide generalization and regret analysis. Experimental results also validate the superiority of our approach on bot…
University of Auckland（奥克兰大学）；Telecom ParisTech（巴黎高等电信学院）
When concept drift is detected during classification in a data stream, a common remedy is to retrain a framework's classifier. However, this loses useful information if the classifier has learnt the current concept well, and this concept will recur again in the future. Some frameworks retain and reuse classifiers, but it can be time-consuming to select an appropriate classifier to reuse. These frameworks rarely match the accuracy of state-of-the-art ensemble approaches. For many data stream tasks, speed is important: fast, accurate frameworks are needed for time-dependent applications. We prop…
In big data era, the data continuously generated and its distribution may keep changes overtime. These challenges in online stream of data are known as concept drift. In this paper, we proposed the Adaptive Convolutional ELM method (ACNNELM) as enhancement of Convolutional Neural Network (CNN) with a hybrid Extreme Learning Machine (ELM) model plus adaptive capability. This method is aimed for concept drift handling. We enhanced the CNN as convolutional hiererchical features representation learner combined with Elastic ELM (E$^2$LM) as a parallel supervised classifier. We propose an Adaptive O…
Evidence from observational studies has become increasingly important for supporting healthcare policy making via cost-effectiveness (CE) analyses. Similar as in comparative effectiveness studies, health economic evaluations that consider subject-level heterogeneity produce individualized treatment rules (ITRs) that are often more cost-effective than one-size-fits-all treatment. Thus, it is of great interest to develop statistical tools for learning such a cost-effective ITR (CE-ITR) under the causal inference framework that allows proper handling of potential confounding and can be applied to…
University of Trento（特伦托大学）；Jilin University（吉林大学）
We introduce and study knowledge drift (KD), a complex form of drift that occurs in hierarchical classification. Under KD the vocabulary of concepts, their individual distributions, and the is-a relations between them can all change over time. The main challenge is that, since the ground-truth concept hierarchy is unobserved, it is hard to tell apart different forms of KD. For instance, introducing a new is-a relation between two concepts might be confused with individual changes to those concepts, but it is far from equivalent. Failure to identify the right kind of KD compromises the concept …
Binary Classification: Is Boosting stronger than Bagging?
Massachusetts Institute of Technology（麻省理工学院）；Operations Research Center, Massachusetts Institute of Technology（麻省理工学院运筹学中心）；Sloan School of Management, Massachusetts Institute of Technology（麻省理工学院斯隆管理学院）
本文提出 Enhanced Random Forests，通过自适应样本权重与个性化树权重，在 15 个二分类数据集上以默认超参数达到或超过 XGBoost，并利用树重要性恢复部分可解释性。
ADORN: Adaptive Drift handling for Open RAN using Reinforcement Learning
Indian Institute of Technology Dharwad, Karnataka, India（印度理工学院达拉德分校）；University of Pretoria, Pretoria, South Africa（南非彼得里亚大学）；Johns Hopkins University, USA（约翰霍普金斯大学）；Stockholm University, Sweden（斯德哥尔摩大学）；Open Networking Advanced Research (OpNeAR) Lab, The University of Texas at Dallas, TX, USA（开放网络高级研究实验室，德克萨斯大学达拉斯分校）
Centro de Informática, Universidade Federal de Pernambuco（伯南布哥联邦大学信息中心）；School of Computer Science, University of Birmingham（伯明翰大学计算机学院）
Real-world applications have been dealing with large amounts of data that arrive over time and generally present changes in their underlying joint probability distribution, i.e., concept drift. Concept drift can be subdivided into two types: virtual drift, which affects the unconditional probability distribution p(x), and real drift, which affects the conditional probability distribution p(y|x). Existing works focuses on real drift. However, strategies to cope with real drift may not be the best suited for dealing with virtual drift, since the real class boundaries remain unchanged. We provide…
Time Series Forecasting is at the core of many practical applications such as sales forecasting for business, rainfall forecasting for agriculture and many others. Though this problem has been extensively studied for years, it is still considered a challenging problem due to complex and evolving nature of time series data. Typical methods proposed for time series forecasting modeled linear or non-linear dependencies between data observations. However it is a generally accepted notion that no one method is universally effective for all kinds of time series data. Attempts have been made to use d…
National University of Singapore（新加坡国立大学）；IIT Bombay（印度理工学院孟买分校）；Harvard University（哈佛大学）
Given a stream of entries over time in a multi-dimensional data setting where concept drift is present, how can we detect anomalous activities? Most of the existing unsupervised anomaly detection approaches seek to detect anomalous events in an offline fashion and require a large amount of data for training. This is not practical in real-life scenarios where we receive the data in a streaming manner and do not know the size of the stream beforehand. Thus, we need a data-efficient method that can detect and adapt to changing data trends, or concept drift, in an online manner. In this work, we p…
