EACD: evolutionary adaptation to concept drifts in data streams

Abstract

This paper presents a novel ensemble learning method based on evolutionary algorithms to cope with different types of concept drifts in non-stationary data stream classification tasks. In ensemble learning, multiple learners forming an ensemble are trained to obtain a better predictive performance compared to that of a single learner, especially in non-stationary environments, where data evolve over time. The evolution of data streams can be viewed as a problem of changing environment, and evolutionary algorithms offer a natural solution to this problem. The method proposed in this paper uses random subspaces of features from a pool of features to create different classification types in the ensemble. Each such type consists of a limited number of classifiers (decision trees) that have been built at different times over the data stream. An evolutionary algorithm (replicator dynamics) is used to adapt to different concept drifts; it allows the types with a higher performance to increase and those with a lower performance to decrease in size. Genetic algorithm is then applied to build a two-layer architecture based on the proposed technique to dynamically optimise the combination of features in each type to achieve a better adaptation to new concepts. The proposed method, called EACD, offers both implicit and explicit mechanisms to deal with concept drifts. A set of experiments employing four artificial and five real-world data streams is conducted to compare its performance with that of the state-of-the-art algorithms using the immediate and delayed prequential evaluation methods. The results demonstrate favourable performance of the proposed EACD method in different environments.