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Bias Management in Time Changing Data Streams We assume data is generated randomly according to a stationary distribution. Data comes in the form of streams.

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Presentation on theme: "Bias Management in Time Changing Data Streams We assume data is generated randomly according to a stationary distribution. Data comes in the form of streams."— Presentation transcript:

1 Bias Management in Time Changing Data Streams We assume data is generated randomly according to a stationary distribution. Data comes in the form of streams through time. Examples are network monitoring, web applications, sensor networks. This calls for Adaptive Learning Algorithms that change bias through time.

2 Contexts Context 1 Context 2 Context 3 Same stationary distribution Data stream: Sequence of contexts How can we detect when there is a change of context?

3 Change Detection Context 1 Context 2 Context 3 Online algorithms – Detect a change on real time Offline Algorithms – Analyze the whole sequence of data ??

4 Tracking Drifting Concepts Window Approach Continuously monitor accuracy and coverage of the model If no changes are detected increase h If changes are detected decrease h h

5 Dynamic Bias Selection Very Fast Decision Tree Algorithm New example updates statistics If evidence is strong enough a new sub-tree is attached to the leaf node.

6 Dynamic Bias Selection Very Fast Decision Tree Algorithm Hoeffding Bound: We have made n observations randomly. A random variable r has range R. With prob. 1 – A, r is in the range: mean( r ) +- e where e = sqrt( R 2 ln (1/A) / 2n)

7 Dynamic Bias Selection Very Fast Decision Tree Algorithm Now assume B = H(xa) – H(xb) where xa and xb are two features, and H() is the splitting function. Then if B > e with n examples seen at the leaf node, with prob. at least 1 – A, xa is the attribute wit highest value for H().

8 Bayesian Network Classifiers Start with a simple Naïve Bayes (no attribute dependency is assumed). Add dependencies if this brings increase in performance. But too many dependencies increases the number of parameters drastically.

9 Bayesian Network Classifiers K-DBCs stands for k-Dependence Bayesian Classifiers. It is a Bayesian algorithm that allows each attribute to have at most k nodes as parents. We can iteratively add arcs between attributes to maximize a score until no more improvements are achieved.

10 Shewhart P-Chart for Concept Drift Monitor error with limits and warning zones. When error increases beyond tolerance then a new model is created. Algorithm used: Naive Bayes

11 Shewhart P-Chart

12 Lessons Learned Trade-off between cost of update and improve in performance. Strong variance management methods are O.K. in small datasets. But simple methods have high bias.


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