C-SMOTE: Continuous Synthetic Minority Oversampling for Evolving Data Streams

Abstract

Streaming Machine Learning (SML) studies single-pass learning algorithms that update their models one data item at a time given an unbounded and often non-stationary flow of data (a.k.a., in presence of concept drift). Online class imbalance learning is a branch of SML that combines the challenges of both class imbalance and concept drift. In this paper, we investigate the binary classification problem of rebalancing an imbalanced stream of data in the presence of concept drift, accessing one sample at a time. We propose Continuous Synthetic Minority Oversampling Technique (C-SMOTE), a novel rebalancing meta-strategy to pipeline with SML classification algorithms. C-SMOTE is inspired by the popular SMOTE algorithm but operates continuously. We benchmark C-SMOTE pipelines on ten different groups of data streams. We bring empirical evidence that models learnt with C-SMOTE pipelines outperform models trained on imbalanced data stream without losing the ability to deal with concept drifts. Moreover, we show that they outperform other stream balancing techniques from the literature.