Dynamical Targeted Ensemble Learning for Streaming Data With Concept Drift

Abstract

Concept drift is an important characteristic and inevitable difficult problem in streaming data mining. Ensemble learning is commonly used to deal with concept drift. However, most ensemble methods cannot balance the accuracy and diversity of base learners after drift occurs, and cannot adjust adaptively according to the drift type. To solve these problems, this paper proposes a targeted ensemble learning (Targeted EL) method to improve the accuracy and diversity of ensemble learning for streaming data with abrupt and gradual concept drift. First, to improve the accuracy of the base learners, the method adopts different sample weighting strategies for different types of drift to realize bidirectional transfer of new and old distributed samples. Second, the difference matrix is constructed by the prediction results of the base learners on the current samples. According to the drift type, the submatrix with appropriate size and maximum difference sum is extracted adaptively to select appropriate, accuracy and diverse base learners for ensemble. The experimental results show that the proposed method can achieve good generalization performance when dealing with the streaming data with abrupt and gradual concept drift.