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Ensemble methods with Data Streams
Jungbeom Lee CS240B
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Outline Intro Ensemble in Machine learning Online ensemble algorithms
Future work
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Intro Previous class: Data Streams Classifiers Ensemble methods
Online algorithm
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Classifiers The batch classification problem:
Given a finite training set D={(x,y)} , where y={y1, y2, …, yk}, |D|=n, find a function y=f(x) that can predict the y value for an unseen instance x The data stream classification problem: Given an infinite sequence of pairs of the form (x,y) where y={y1, y2, …, yk}, find a function y=f(x) that can predict the y value for an unseen instance x Example applications: Fraud detection in credit card transactions Topic classification in a news aggregation site, e.g. Google news Translator for foreign languages Supervised learning
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Motivations Data Volume Changing data characteristics Cost of Learning
Online mining different from static mining Data Volume impossible to mine the entire data at one time can only afford constant memory per data sample Changing data characteristics previously learned models are invalid Cost of Learning model updates can be costly can only afford constant time per data sample.
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Ensemble A set of classifiers whose individual decisions are combined in some way to classify new examples An ensemble of classifiers to be more accurate than any of its individual members one key to successful is to use individual classifiers with error rates below .5
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Reasons
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Ensemble methods Manipulating the Training Examples
Bagging Adaboost Injecting Randomness C4.5 decision tree algorithm
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Bagging algorithm
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Bagging algorithm
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Online bagging algorithm
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Online weighted bagging algorithm
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AdaBoost algorithm
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AdaBoost algorithm
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Adaptive boosting algorithm
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Experimental Results
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Type of Data
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Experimental Results
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Experimental Results
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Experimental Results
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Future work Better online algorithm for Bagging
Dealing with multiple data types
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References /mcs-ensembles.pdf A2008.pdf W77MW0J8CP.pdf archive/archive/0962.pdf df
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