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arXiv 2104.02883stat.MLcs.LG
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概念漂移数据流的在线特征筛选

Online Feature Screening for Data Streams with Concept Drift

Florida State University(佛罗里达州立大学)

Mingyuan Wang, Adrian Barbu

摘要:

筛选特征选择方法通常用作预处理步骤,用于在训练步骤之前减少变量的数量。传统的筛选方法只关注于处理完整的高维数据集。现代数据集不仅具有更高的维数和更大的样本量,而且具有流输入、稀疏性和概念漂移等特性。因此近年来出现了大量的在线特征选择方法来处理这类问题。在线筛选方法是在线特征选择方法的一种。我们在本研究中提出的方法能够处理上述三种情况。我们的研究重点是分类数据集。我们的实验表明,所提出的方法可以产生相同的特征重要性,他们的离线版本,更快的速度和更少的存储消耗。此外,实验结果表明,在具有概念漂移特性的数据流上,集成模型自适应的在线筛选方法比没有模型自适应的方法具有更高的真实特征检测率。在两个潜在具有概念漂移性质的大型真实数据集中,具有模型自适应的在线筛选方法在节省计算时间和空间、降低模型复杂度或提高预测精度方面显示出优势。

英文摘要:

Screening feature selection methods are often used as a preprocessing step for reducing the number of variables before training step. Traditional screening methods only focus on dealing with complete high dimensional datasets. Modern datasets not only have higher dimension and larger sample size, but also have properties such as streaming input, sparsity and concept drift. Therefore a considerable number of online feature selection methods were introduced to handle these kind of problems in recent years. Online screening methods are one of the categories of online feature selection methods. The methods that we proposed in this research are capable of handling all three situations mentioned above. Our research study focuses on classification datasets. Our experiments show proposed methods can generate the same feature importance as their offline version with faster speed and less storage consumption. Furthermore, the results show that online screening methods with integrated model adaptation have a higher true feature detection rate than without model adaptation on data streams with the concept drift property. Among the two large real datasets that potentially have the concept drift property, online screening methods with model adaptation show advantages in either saving computing time and space, reducing model complexity, or improving prediction accuracy.

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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