Learning In Non-stationary Environments Research Articles

Application of Adaptive Machine Learning in Non-Stationary Environments

In the current data-driven era, the application of adaptive machine learning in non-stationary environments has become particularly important. This paper explores the basic concepts of adaptive machine learning and its applications in financial market forecasting and industrial equipment monitoring, demonstrating its superior performance in high-noise, dynamic environments. The research results indicate that adaptive machine learning models significantly improve prediction accuracy, response speed, and robustness through strategies such as online learning and incremental learning. In financial market forecasting, the mean squared error (MSE) was reduced to 0.015, and the fault detection accuracy in industrial equipment monitoring increased to 95%. The paper also proposes future research directions, including multi-source data fusion, anomaly detection, computational efficiency enhancement, and model interpretability. Adaptive machine learning technology not only enriches the theoretical framework of machine learning but also provides new solutions for practical applications in various fields, paving the way for further development of intelligent systems.

Predictive reinforcement learning in non-stationary environments using weighted mixture policy

Reinforcement Learning (RL) within non-stationary environments presents a formidable challenge. In some applications, anticipating abrupt alterations in the environment model might be possible. The existing literature lacks a framework that proactively harnesses such predictions to enhance reward optimization. This paper introduces an innovative methodology designed to preemptively leverage these predictions, thereby maximizing the overall achieved performance. This is executed by formulating a novel approach that generates a weighted mixture policy from both the optimal policies of the prevailing and forthcoming models. To ensure safe learning, an adaptive learning rate is derived to facilitate training of the weighted mixture policy. This theoretically guarantees monotonic performance improvement at each update during training. Empirical trials focus on a model-free predictive reference tracking scenario involving piecewise constant references. Through the utilization of the cart–pole position control problem, it is demonstrated that the proposed algorithm surpasses prior techniques such as context Q-learning and RL with context detection algorithms in non-stationary environments. Moreover, the algorithm outperforms the application of individual optimal policies derived from each observed environment model (i.e., policies not utilizing predictions).

Deep Reinforcement Learning in Nonstationary Environments With Unknown Change Points.

Deep reinforcement learning (DRL) is a powerful tool for learning from interactions within a stationary environment where state transition and reward distributions remain constant throughout the process. Addressing the practical but challenging nonstationary environments with time-varying state transition or reward function changes during the interactions, ingenious solutions are essential for the stability and robustness of DRL agents. A key assumption to cope with nonstationary environments is that the change points between the previous and the new environments are known beforehand. Unfortunately, this assumption is impractical in many cases, such as outdoor robots and online recommendations. To address this problem, this article presents a robust DRL algorithm for nonstationary environments with unknown change points. The algorithm actively detects change points by monitoring the joint distribution of states and actions. A detection boosted, gradient-constrained optimization method then adapts the training of the current policy with the supporting knowledge of formerly well-trained policies. The previous policies and experience help the current policy adapt rapidly to environmental changes. Experiments show that the proposed method accumulates the highest reward among several alternatives and is the fastest to adapt to new environments. This work has compelling potential for increasing the environmental suitability of intelligent agents, such as drones, autonomous vehicles, and underwater robots.

A Two-Stream Continual Learning System With Variational Domain-Agnostic Feature Replay.

Learning in nonstationary environments is one of the biggest challenges in machine learning. Nonstationarity can be caused by either task drift, i.e., the drift in the conditional distribution of labels given the input data, or the domain drift, i.e., the drift in the marginal distribution of the input data. This article aims to tackle this challenge with a modularized two-stream continual learning (CL) system, where the model is required to learn new tasks from a support stream and adapted to new domains in the query stream while maintaining previously learned knowledge. To deal with both drifts within and across the two streams, we propose a variational domain-agnostic feature replay-based approach that decouples the system into three modules: an inference module that filters the input data from the two streams into domain-agnostic representations, a generative module that facilitates the high-level knowledge transfer, and a solver module that applies the filtered and transferable knowledge to solve the queries. We demonstrate the effectiveness of our proposed approach in addressing the two fundamental scenarios and complex scenarios in two-stream CL.

Structure Learning-Based Task Decomposition for Reinforcement Learning in Non-stationary Environments

Reinforcement learning (RL) agents empowered by deep neural networks have been considered a feasible solution to automate control functions in a cyber-physical system. In this work, we consider an RL-based agent and address the issue of learning via continual interaction with a time-varying dynamic system modeled as a non-stationary Markov decision process (MDP). We view such a non-stationary MDP as a time series of conventional MDPs that can be parameterized by hidden variables. To infer the hidden parameters, we present a task decomposition method that exploits CycleGAN-based structure learning. This method enables the separation of time-variant tasks from a non-stationary MDP, establishing the task decomposition embedding specific to time-varying information. To mitigate the adverse effect due to inherent noises of task embedding, we also leverage continual learning on sequential tasks by adapting the orthogonal gradient descent scheme with a sliding window. Through various experiments, we demonstrate that our approach renders the RL agent adaptable to time-varying dynamic environment conditions, outperforming other methods including state-of-the-art non-stationary MDP algorithms.

Supervised learning in the presence of concept drift: a modelling framework

We present a modelling framework for the investigation of supervised learning in non-stationary environments. Specifically, we model two example types of learning systems: prototype-based learning vector quantization (LVQ) for classification and shallow, layered neural networks for regression tasks. We investigate so-called student–teacher scenarios in which the systems are trained from a stream of high-dimensional, labeled data. Properties of the target task are considered to be non-stationary due to drift processes while the training is performed. Different types of concept drift are studied, which affect the density of example inputs only, the target rule itself, or both. By applying methods from statistical physics, we develop a modelling framework for the mathematical analysis of the training dynamics in non-stationary environments. Our results show that standard LVQ algorithms are already suitable for the training in non-stationary environments to a certain extent. However, the application of weight decay as an explicit mechanism of forgetting does not improve the performance under the considered drift processes. Furthermore, we investigate gradient-based training of layered neural networks with sigmoidal activation functions and compare with the use of rectified linear units. Our findings show that the sensitivity to concept drift and the effectiveness of weight decay differs significantly between the two types of activation function.

Learning in Volatile Environments With the Bayes Factor Surprise.

Surprise-based learning allows agents to rapidly adapt to nonstationary stochastic environments characterized by sudden changes. We show that exact Bayesian inference in a hierarchical model gives rise to a surprise-modulated trade-off between forgetting old observations and integrating them with the new ones. The modulation depends on a probability ratio, which we call the Bayes Factor Surprise, that tests the prior belief against the current belief. We demonstrate that in several existing approximate algorithms, the Bayes Factor Surprise modulates the rate of adaptation to new observations. We derive three novel surprise-based algorithms, one in the family of particle filters, one in the family of variational learning, and one in the family of message passing, that have constant scaling in observation sequence length and particularly simple update dynamics for any distribution in the exponential family. Empirical results show that these surprise-based algorithms estimate parameters better than alternative approximate approaches and reach levels of performance comparable to computationally more expensive algorithms. The Bayes Factor Surprise is related to but different from the Shannon Surprise. In two hypothetical experiments, we make testable predictions for physiological indicators that dissociate the Bayes Factor Surprise from the Shannon Surprise. The theoretical insight of casting various approaches as surprise-based learning, as well as the proposed online algorithms, may be applied to the analysis of animal and human behavior and to reinforcement learning in nonstationary environments.

An Adaptive Heterogeneous Online Learning Ensemble Classifier for Nonstationary Environments.

In recent years, the prevalence of technological advances has led to an enormous and ever-increasing amount of data that are now commonly available in a streaming fashion. In such nonstationary environments, the underlying process generating the data stream is characterized by an intrinsic nonstationary or evolving or drifting phenomenon known as concept drift. Given the increasingly common applications whose data generation mechanisms are susceptible to change, the need for effective and efficient algorithms for learning from and adapting to evolving or drifting environments can hardly be overstated. In dynamic environments associated with concept drift, learning models are frequently updated to adapt to changes in the underlying probability distribution of the data. A lot of work in the area of learning in nonstationary environments focuses on updating the learning predictive model to optimize recovery from concept drift and convergence to new concepts by adjusting parameters and discarding poorly performing models while little effort has been dedicated to investigate what type of learning model is suitable at any given time for different types of concept drift. In this paper, we investigate the impact of heterogeneous online ensemble learning based on online model selection for predictive modeling in dynamic environments. We propose a novel heterogeneous ensemble approach based on online dynamic ensemble selection that accurately interchanges between different types of base models in an ensemble to enhance its predictive performance in nonstationary environments. The approach is known as Heterogeneous Dynamic Ensemble Selection based on Accuracy and Diversity (HDES-AD) and makes use of models generated by different base learners to increase diversity to circumvent problems associated with existing dynamic ensemble classifiers that may experience loss of diversity due to the exclusion of base learners generated by different base algorithms. The algorithm is evaluated on artificial and real-world datasets with well-known online homogeneous online ensemble approaches such as DDD, AFWE, and OAUE. The results show that HDES-AD performed significantly better than the other three homogeneous online ensemble approaches in nonstationary environments.

Online Learning With Adaptive Rebalancing in Nonstationary Environments.

An enormous and ever-growing volume of data is nowadays becoming available in a sequential fashion in various real-world applications. Learning in nonstationary environments constitutes a major challenge, and this problem becomes orders of magnitude more complex in the presence of class imbalance. We provide new insights into learning from nonstationary and imbalanced data in online learning, a largely unexplored area. We propose the novel Adaptive REBAlancing (AREBA) algorithm that selectively includes in the training set a subset of the majority and minority examples that appeared so far, while at its heart lies an adaptive mechanism to continually maintain the class balance between the selected examples. We compare AREBA with strong baselines and other state-of-the-art algorithms and perform extensive experimental work in scenarios with various class imbalance rates and different concept drift types on both synthetic and real-world data. AREBA significantly outperforms the rest with respect to both learning speed and learning quality. Our code is made publicly available to the scientific community.

Multiscale Drift Detection Test to Enable Fast Learning in Nonstationary Environments.

A model can be easily influenced by unseen factors in nonstationary environments and fail to fit dynamic data distribution. In a classification scenario, this is known as a concept drift. For instance, the shopping preference of customers may change after they move from one city to another. Therefore, a shopping website or application should alter recommendations based on its poorer predictions of such user patterns. In this article, we propose a novel approach called the multiscale drift detection test (MDDT) that efficiently localizes abrupt drift points when feature values fluctuate, meaning that the current model needs immediate adaption. MDDT is based on a resampling scheme and a paired student t -test. It applies a detection procedure on two different scales. Initially, the detection is performed on a broad scale to check if recently gathered drift indicators remain stationary. If a drift is claimed, a narrow scale detection is performed to trace the refined change time. This multiscale structure reduces the massive time of constantly checking and filters noises in drift indicators. Experiments are performed to compare the proposed method with several algorithms via synthetic and real-world datasets. The results indicate that it outperforms others when abrupt shift datasets are handled, and achieves the highest recall score in localizing drift points.

Defense against primary user emulation attackers based on adaptive Bayesian learning automata in cognitive radio networks

Although cognitive radio (CR) provides dynamic spectrum access to combat spectrum scarcity, it imposes some threats to the CR networks. The primary user emulation (PUE) attack is one of these threats in which malicious users try to emulate the primary user signals to prevent the secondary users (SU) from accessing the idle frequency spectrums. In this article, we propose a scheme to defend against the PUE attacker using an adaptive Bayesian learning automaton algorithm named Multichannel Bayesian Learning Automata (MBLA). MBLA uses two different channels simultaneously to have faster and more accurate learning in non-stationary environments and selecting the optimal frequency channel in each time slot. We assume no prior information about the channel statistics like availability probabilities and primary user activities. In this scheme, the SU synchronizes with its receiver using an approach based on the uncoordinated frequency hopping (UFH) and sends its data on different channels, which are obtained by MBLA. We extract the best strategies for the attacker and the SU and then investigate the proposed scheme in terms of the SU throughput in the presence of the PUE attacker. Simulation results are provided to show the convergence speed of the MBLA algorithm and the network performance in terms of the SU throughput and overhead of the control message passing in the CR networks compared to other schemes.

Neuroevolutionary learning in nonstationary environments

This work presents a new neuro-evolutionary model, called NEVE (Neuroevolutionary Ensemble), based on an ensemble of Multi-Layer Perceptron (MLP) neural networks for learning in nonstationary environments. NEVE makes use of quantum-inspired evolutionary models to automatically configure the ensemble members and combine their output. The quantum-inspired evolutionary models identify the most appropriate topology for each MLP network, select the most relevant input variables, determine the neural network weights and calculate the voting weight of each ensemble member. Four different approaches of NEVE are developed, varying the mechanism for detecting and treating concepts drifts, including proactive drift detection approaches. The proposed models were evaluated in real and artificial datasets, comparing the results obtained with other consolidated models in the literature. The results show that the accuracy of NEVE is higher in most cases and the best configurations are obtained using some mechanism for drift detection. These results reinforce that the neuroevolutionary ensemble approach is a robust choice for situations in which the datasets are subject to sudden changes in behaviour.

STDS: self-training data streams for mining limited labeled data in non-stationary environment

Inthis article, wefocus on the classification problem to semi-supervised learning in non-stationary environment. Semi-supervised learning is a learning task from both labeled and unlabeled data points. There are several approaches to semi-supervised learning in stationary environment which are not applicable directly for data streams. We propose a novel semi-supervised learning algorithm, named STDS. The proposed approach uses labeled and unlabeled data and employs an approach to handle the concept drift in data streams. The main challenge in semi-supervised self-training for data streams is to find a proper selection metric in order to find a set of high-confidence predictions and a proper underlying base learner. We therefore propose an ensemble approach to find a set of high-confidence predictions based on clustering algorithms and classifier predictions. We then employ the Kullback-Leibler (KL) divergence approach to measure the distribution differences between sequential chunks in order to detect the concept drift. When drift is detected, a new classifier is updated from the new set of labeled data in the current chunk; otherwise, a percentage of high-confidence newly labeled data in the current chunk is added to the labeled data in the next chunk for updating the incremental classifier based on the proposed selection metric. The results of our experiments on a number of classification benchmark datasets show that STDS outperforms the supervised and the most of other semi-supervised learning methods.

A Model Falsification Approach to Learning in Non-Stationary Environments for Experimental Design

The application of data driven machine learning and advanced statistical tools to complex physics experiments, such as Magnetic Confinement Nuclear Fusion, can be problematic, due the varying conditions of the systems to be studied. In particular, new experiments have to be planned in unexplored regions of the operational space. As a consequence, care must be taken because the input quantities used to train and test the performance of the analysis tools are not necessarily sampled by the same probability distribution as in the final applications. The regressors and dependent variables cannot therefore be assumed to verify the i.i.d. (independent and identical distribution) hypothesis and learning has therefore to take place under non stationary conditions. In the present paper, a new data driven methodology is proposed to guide planning of experiments, to explore the operational space and to optimise performance. The approach is based on the falsification of existing models. The deployment of Symbolic Regression via Genetic Programming to the available data is used to identify a set of candidate models, using the method of the Pareto Frontier. The confidence intervals for the predictions of such models are then used to find the best region of the parameter space for their falsification, where the next set of experiments can be most profitably carried out. Extensive numerical tests and applications to the scaling laws in Tokamaks prove the viability of the proposed methodology.

A heterogeneous online learning ensemble for non-stationary environments

Learning in non-stationary environments is a challenging task which requires the updating of predictive models to deal with changes in the underlying probability distribution of the problem, i.e., dealing with concept drift. Most work in this area is concerned with updating the learning system so that it can quickly recover from concept drift, while little work has been dedicated to investigating what type of predictive model is most suitable at any given time. This paper aims to investigate the benefits of online model selection for predictive modelling in non-stationary environments. A novel heterogeneous ensemble approach is proposed to intelligently switch between different types of base models in an ensemble to increase the predictive performance of online learning in non-stationary environments. This approach is Heterogeneous Dynamic Weighted Majority (HDWM). It makes use of “seed” learners of different types to maintain ensemble diversity, overcoming problems of existing dynamic ensembles that may undergo loss of diversity due to the exclusion of base learners. The algorithm has been evaluated on artificial and real-world data streams against existing well-known approaches such as a heterogeneous Weighted Majority Algorithm (WMA) and a homogeneous Dynamic Weighted Majority (DWM). The results show that HDWM performed significantly better than WMA in non-stationary environments. Also, when recurring concept drifts were present, the predictive performance of HDWM showed an improvement over DWM.

A robust policy bootstrapping algorithm for multi-objective reinforcement learning in non-stationary environments

Multi-objective Markov decision processes are a special kind of multi-objective optimization problem that involves sequential decision making while satisfying the Markov property of stochastic processes. Multi-objective reinforcement learning methods address this kind of problem by fusing the reinforcement learning paradigm with multi-objective optimization techniques. One major drawback of these methods is the lack of adaptability to non-stationary dynamics in the environment. This is because they adopt optimization procedures that assume stationarity in order to evolve a coverage set of policies that can solve the problem. This article introduces a developmental optimization approach that can evolve the policy coverage set while exploring the preference space over the defined objectives in an online manner. We propose a novel multi-objective reinforcement learning algorithm that can robustly evolve a convex coverage set of policies in an online manner in non-stationary environments. We compare the proposed algorithm with two state-of-the-art multi-objective reinforcement learning algorithms in stationary and non-stationary environments. Results showed that the proposed algorithm significantly outperforms the existing algorithms in non-stationary environments while achieving comparable results in stationary environments.

A Novel Concept Drift Detection Method for Incremental Learning in Nonstationary Environments.

We present a novel method for concept drift detection, based on: 1) the development and continuous updating of online sequential extreme learning machines (OS-ELMs) and 2) the quantification of how much the updated models are modified by the newly collected data. The proposed method is verified on two synthetic case studies regarding different types of concept drift and is applied to two public real-world data sets and a real problem of predicting energy production from a wind plant. The results show the superiority of the proposed method with respect to alternative state-of-the-art concept drift detection methods. Furthermore, updating the prediction model when the concept drift has been detected is shown to allow improving the overall accuracy of the energy prediction model and, at the same time, minimizing the number of model updatings.

Ensemble Classification for Skewed Data Streams Based on Neural Network

Data stream learning in non-stationary environments and skewed class distributions has been receiving more attention in machine learning communities. This paper proposes a novel ensemble classification method (ECSDS) for classifying data streams with skewed class distributions. In the proposed ensemble method, back-propagation neural network is selected as the base classifier. In order to demonstrate the effectiveness of our proposed method, we choose three baseline methods based on ECSDS and evaluate their overall performance on ten datasets from UCI machine learning repository. Moreover, the performance of incremental learning is also evaluated by these datasets. The experimental results show our proposed method can effectively deal with classification problems on non-stationary data streams with class imbalance.

A multi-one-class dynamic classifier for adaptive digitization of document streams

In this paper, we present a new dynamic classifier design based on a set of one-class independent SVM for image data stream categorization. Dynamic or continuous learning and classification has been recently investigated to deal with different situations, like online learning of fixed concepts, learning in non-stationary environments (concept drift) or learning from imbalanced data. Most of solutions are not able to deal at the same time with many of these specificities. Particularly, adding new concepts, merging or splitting concepts are most of the time considered as less important and are consequently less studied, whereas they present a high interest for stream-based document image classification. To deal with that kind of data, we explore a learning and classification scheme based on one-class SVM classifiers that we call mOC-iSVM (multi-one-class incremental SVM). Even if one-class classifiers are suffering from a lack of discriminative power, they have, as a counterpart, a lot of interesting properties coming from their independent modeling. The experiments presented in the paper show the theoretical feasibility on different benchmarks considering addition of new classes. Experiments also demonstrate that the mOC-iSVM model can be efficiently used for tasks dedicated to documents classification (by image quality and image content) in a context of streams, handling many typical scenarii for concepts extension, drift, split and merge.

Editorial of the special issue: adaptive and intelligent systems (AIS) for learning, control and optimization in dynamic environments

An increasing number of real world applications, such as network traffic, network monitoring, power systems etc., generates non-stationary behaviors. Therefore, the model built in order to predict their dynamics, optimize their performance or control their behavior must be adapted over time. During the last decade, the modeling based on learning in non-stationary environments has received more and more attention in the machine learning and data mining communities. This is because the requirements from practical (industrial) side induced a permanent paradigm shift from classical batch off-line learning procedures (as conducted throughout the 80ties and 90ties to build up accurate and high-performance machine learning models) to incremental, adaptive algorithms which are able to evolve the model structures, architectures and parameters fully autonomously and on the fly, typical in a single-pass manner. It is especially the case within the scope of dynamic data streaming context, changing environmental conditions or as part of large-scale problems, e.g. web mining, multi-sensor networks, sequential video analysis, Big Data or predictive maintenance in factories for the future (FoF) as part of the Industry 4.0 activities (even an important standpoint of the Horizon 2020 objective programme see https://ec.europa.eu/programmes/horizon2020/en/h2020-sections-projects). The necessity of such algorithms is also underlined by the increasing size of the databases and storages, which induces that conventional batch learning systems cannot be applied within a reasonable time frame and sufficient accuracy. Thus, a block-wise loading of the data has to be carried out, which again requires the usage of incremental and evolving learning algorithms. Thereby the learning algorithms are either guided by a permanent update of model parameters and structures, leading to a so-called anytime up-to-date experience, or by occasional update cycles