Variance Feedback Drift Detection Method for Evolving Data Streams Mining

Abstract

Learning from changing data streams is one of the important tasks of data mining. The phenomenon of the underlying distribution of data streams changing over time is called concept drift. In classification decision-making, the occurrence of concept drift will greatly affect the classification efficiency of the original classifier, that is, the old decision-making model is not suitable for the new data environment. Therefore, dealing with concept drift from changing data streams is crucial to guarantee classifier performance. Currently, most concept drift detection methods apply the same detection strategy to different data streams, with little attention to the uniqueness of each data stream. This limits the adaptability of drift detectors to different environments. In our research, we designed a unique solution to address this issue. First, we proposed a variance estimation strategy and a variance feedback strategy to characterize the data stream’s characteristics through variance. Based on this variance, we developed personalized drift detection schemes for different data streams, thereby enhancing the adaptability of drift detection in various environments. We conducted experiments on data streams with various types of drifts. The experimental results show that our algorithm achieves the best average ranking for accuracy on the synthetic dataset, with an overall ranking 1.12 to 1.5 higher than the next-best algorithm. In comparison with algorithms using the same tests, our method improves the ranking by 3 to 3.5 for the Hoeffding test and by 1.12 to 2.25 for the McDiarmid test. In addition, they achieve a good balance between detection delay and false positive rates. Finally, our algorithm ranks higher than existing drift detection methods across the four key metrics of accuracy, CPU time, false positives, and detection delay, meeting our expectations.