Online Boosting Adaptive Learning under Concept Drift for Multistream Classification
This work addresses the problem of negative transfer in multistream classification for applications requiring rapid adaptation to dynamic streaming data, representing an incremental advancement by focusing on temporal relationships between streams.
The paper tackles multistream classification with concept drift by proposing an Online Boosting Adaptive Learning (OBAL) method that adaptively learns dynamic correlations between streams to mitigate negative transfer, achieving significant improvements in predictive performance and stability as demonstrated in experiments on synthetic and real-world data.
Multistream classification poses significant challenges due to the necessity for rapid adaptation in dynamic streaming processes with concept drift. Despite the growing research outcomes in this area, there has been a notable oversight regarding the temporal dynamic relationships between these streams, leading to the issue of negative transfer arising from irrelevant data. In this paper, we propose a novel Online Boosting Adaptive Learning (OBAL) method that effectively addresses this limitation by adaptively learning the dynamic correlation among different streams. Specifically, OBAL operates in a dual-phase mechanism, in the first of which we design an Adaptive COvariate Shift Adaptation (AdaCOSA) algorithm to construct an initialized ensemble model using archived data from various source streams, thus mitigating the covariate shift while learning the dynamic correlations via an adaptive re-weighting strategy. During the online process, we employ a Gaussian Mixture Model-based weighting mechanism, which is seamlessly integrated with the acquired correlations via AdaCOSA to effectively handle asynchronous drift. This approach significantly improves the predictive performance and stability of the target stream. We conduct comprehensive experiments on several synthetic and real-world data streams, encompassing various drifting scenarios and types. The results clearly demonstrate that OBAL achieves remarkable advancements in addressing multistream classification problems by effectively leveraging positive knowledge derived from multiple sources.