Very fast decision rules for classification in data streams

Abstract

Data stream mining is the process of extracting knowledge structures from continuous, rapid data records. Many decision tasks can be formulated as stream mining problems and therefore many new algorithms for data streams are being proposed. Decision rules are one of the most interpretable and flexible models for predictive data mining. Nevertheless, few algorithms have been proposed in the literature to learn rule models for time-changing and high-speed flows of data. In this paper we present the very fast decision rules (VFDR) algorithm and discuss interesting extensions to the base version. All the proposed versions are one-pass and anytime algorithms. They work on-line and learn ordered or unordered rule sets. Algorithms designed to work with data streams should be able to detect changes and quickly adapt the decision model. In order to manage these situations we also present the adaptive extension (AVFDR) to detect changes in the process generating data and adapt the decision model. Detecting local drifts takes advantage of the modularity of the rule sets. In AVFDR, each individual rule monitors the evolution of performance metrics to detect concept drift. AVFDR prunes rules whenever a drift is signaled. This explicit change detection mechanism provides useful information about the dynamics of the process generating data, faster adaptation to changes and generates more compact rule sets. The experimental evaluation demonstrates that algorithms achieve competitive results in comparison to Responsible editor: Johannes Fürnkranz.

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