Wu K, Zhang K, Fan W, Gao J and Edwards A
An Effective Framework for Imbalanced Data Stream Classification
Classifying data streams with skewed distribution finds many applications in realistic environments; however, only a few methods address this joint problem of data stream classification and imbalanced data learning. In this paper, we propose a novel importance sampling driven, dynamic feature group weighting framework (DFGW-IS) to tackle this problem. Our approach addresses the intrinsic characteristics of concept-drifting, imbalanced streaming data. Specifically, the ever-evolving concept is handled by an ensemble trained on a set of feature groups with each sub-classifier (i.e., a single classifier or an ensemble) being weighted by its discriminative power and stable level. The uneven class distribution, on the other hand, is battled by the sub-classifier built in a specific feature group with the underlying distribution rebalanced by the importance sampling technique. We provide the theoretical analysis on the generalization error bound of the proposed algorithm. Extensive experiments on multiple skewed data streams demonstrate that the proposed algorithm not only outperforms the competing methods on standard evaluation metrics, but also adapts well in different learning scenarios.
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