On the Window Size for Classification in Changing Environments.

Kuncheva, L. and Zliobaite, I., 2009. On the Window Size for Classification in Changing Environments. Intelligent Data Analysis, 13 (6), pp. 861-872.

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Official URL: http://www.iospress.nl/html/1088467x_ita.html

DOI: 10.3233/IDA-2009-0397

Abstract

Classification in changing environments (commonly known as concept drift) requires adaptation of the classifier to accommodate the changes. One approach is to keep a moving window on the streaming data and constantly update the classifier on it. Here we consider an abrupt change scenario where one set of probability distributions of the classes is instantly replaced with another. For a fixed ‘transition period’ around the change, we derive a generic relationship between the size of the moving window and the classification error rate. We derive expressions for the error in the transition period and for the optimal window size for the case of two Gaussian classes where the concept change is a geometrical displacement of the whole class configuration in the space. A simple window resize strategy based on the derived relationship is proposed and compared with fixed-size windows on a real benchmark data set data set (Electricity Market).

Item Type:Article
ISSN:1088-467X
Uncontrolled Keywords: Concept drift moving window size streaming data training sample size
Subjects:Generalities > Computer Science and Informatics > Artificial Intelligence
Group:School of Design, Engineering & Computing > Smart Technology Research Centre
ID Code:17575
Deposited By:Dr Indre Zliobaite LEFT
Deposited On:06 Apr 2011 16:06
Last Modified:07 Mar 2013 15:43

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