ADAW: Age decay accuracy weighted ensemble method for drifting data stream mining

Abstract

Dynamic environment data generators are very often in real-world that produce data streams. A data source of a dynamic environment generates data streams in which the underlying data distribution changes very frequently with respect to time and hence results in concept drifts. As compared to the stationary environment, learning in the dynamic environment is very difficult due to the presence of concept drifts. Learning in dynamic environment requires evolutionary and adaptive approaches to be accommodated with the learning algorithms. Ensemble methods are commonly used to build classifiers for learning in a dynamic environment. The ensemble methods of learning are generally described at three very crucial aspects, namely, the learning and testing method employed, result integration method and forgetting mechanism for old concepts. In this paper, we propose a novel approach called Age Decay Accuracy Weighted (ADAW) ensemble architecture for learning in concept drifting data streams. The ADAW method assigned weights to the component classifiers based on its accuracy and its remaining life-time in the ensemble is such a way that ensures maximum accuracy. We empirically evaluated ADAW on benchmark artificial drifting data stream generators and real datasets and compared its performance with ten well-known state-of-the-art existing methods. The experimental results show that ADAW outperforms over the existing methods.