A Multiscale Concept Drift Detection Method for Learning from Data Streams
Document Type
Conference Proceeding
Publication Date
12-4-2018
Abstract
Concept drifts can occur in data streams, which disable any models built on static data distribution to fit dynamic or recurrent concepts. If there is a feature that can monitor the stableness of such distribution, then we have a proper reference to adapt the model. Based on this idea, we propose a novel approach named Multiscale Drift Detection Test (MDDT) that localizes abrupt drift points when detection feature values fluctuate. MDDT is based on a resampling scheme and a paired student t-test. It applies a detection procedure on a broad and a narrow scale. This multiscale structure not only reduces massive time of a constant checking process, but also filters noise in the detection features. Experiments are performed via synthetic and real-world datasets. The results indicate that the proposed method outperforms the state-of-art algorithms in terms of computation cost and average accuracy.
Identifier
85059984425 (Scopus)
ISBN
[9781538635933]
Publication Title
IEEE International Conference on Automation Science and Engineering
External Full Text Location
https://doi.org/10.1109/COASE.2018.8560554
e-ISSN
21618089
ISSN
21618070
First Page
786
Last Page
790
Volume
2018-August
Grant
51775385
Fund Ref
National Natural Science Foundation of China
Recommended Citation
Wang, Xuesong; Kang, Qi; Zhou, Mengchu; and Yao, Siya, "A Multiscale Concept Drift Detection Method for Learning from Data Streams" (2018). Faculty Publications. 8172.
https://digitalcommons.njit.edu/fac_pubs/8172
