Concept drift detection for online class imbalance learning

Abstract

Concept drift detection methods are crucial components of many online learning approaches. Accurate drift detections allow prompt reaction to drifts and help to maintain high performance of online models over time. Although many methods have been proposed, no attention has been given to data streams with imbalanced class distributions, which commonly exist in real-world applications, such as fault diagnosis of control systems and intrusion detection in computer networks. This paper studies the concept drift problem for online class imbalance learning. We look into the impact of concept drift on single-class performance of online models based on three types of classifiers, under seven different scenarios with the presence of class imbalance. The analysis reveals that detecting drift in imbalanced data streams is a more difficult task than in balanced ones. Minority-class recall suffers from a significant drop after the drift involving the minority class. Overall accuracy is not suitable for drift detection. Based on the findings, we propose a new detection method DDM-OCI derived from the existing method DDM. DDM-OCI monitors minority-class recall online to capture the drift. The results show a quick response of the online model working with DDM-OCI to the new concept.