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Article
DriftSurf: A Risk-competitive Learning Algorithm under Concept Drift
arXiv
  • Ashraf Tahmasbi, Iowa State University
  • Ellango Jothimurugesan, Carnegie Mellon University
  • Srikanta Tirthapura, Iowa State University
  • Phillip B. Gibbons, Carnegie Mellon University
Document Type
Article
Disciplines
Publication Version
Submitted Manuscript
Publication Date
1-1-2020
Abstract

When learning from streaming data, a change in the data distribution, also known as concept drift, can render a previously-learned model inaccurate and require training a new model. We present an adaptive learning algorithm that extends previous drift-detection-based methods by incorporating drift detection into a broader stable-state/reactive-state process. The advantage of our approach is that we can use aggressive drift detection in the stable state to achieve a high detection rate, but mitigate the false positive rate of standalone drift detection via a reactive state that reacts quickly to true drifts while eliminating most false positives. The algorithm is generic in its base learner and can be applied across a variety of supervised learning problems. Our theoretical analysis shows that the risk of the algorithm is competitive to an algorithm with oracle knowledge of when (abrupt) drifts occur. Experiments on synthetic and real datasets with concept drifts confirm our theoretical analysis.

Comments

This is a pre-print of the article Tahmasbi, Ashraf, Ellango Jothimurugesan, Srikanta Tirthapura, and Phillip B. Gibbons. "DriftSurf: A Risk-competitive Learning Algorithm under Concept Drift." arXiv preprint arXiv:2003.06508 (2020). Posted with permission.

Copyright Owner
The Author(s)
Language
en
File Format
application/pdf
Citation Information
Ashraf Tahmasbi, Ellango Jothimurugesan, Srikanta Tirthapura and Phillip B. Gibbons. "DriftSurf: A Risk-competitive Learning Algorithm under Concept Drift" arXiv (2020)
Available at: http://works.bepress.com/srikanta-tirthapura/53/