When dealing with time series with complex non-stationarities, low retrospective regret on individual realizations is a more appropriate goal than low prospective risk in expectation. Online learning algorithms provide powerful guarantees of this form, and have often been proposed for use with non-stationary processes because of their ability to switch between different forecasters or experts''. However, existing methods assume that the set of experts whose forecasts are to be combined are all given at the start, which is not plausible when dealing with a genuinely historical or evolutionary system. We show how to modify the fixed shares'' algorithm for tracking the best expert to cope with a steadily growing set of experts, obtained by fitting new models to new data as it becomes available, and obtain regret bounds for the growing ensemble.
There are some ensemble methods which are reminiscent of aspects of our proposal, such as Kolter and Maloof's additive expert ensemble'' algorithm AddExp @cite_1 , the incremental-learning SEA algorithm @cite_2 , and adaptive time windows algorithms (e.g. @cite_0 ). None of these allow the full combination of a growing ensemble with temporally-specialized experts and adaptive weights. Consequently, while some of them can handle mild non-stationarities if the base models are close to well-specified, none of them are able to make strong individual-sequence prediction guarantees like those of Theorem .
@cite_0 @cite_1 @cite_2
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We consider online learning where the target concept can change over time. Previous work on expert prediction algorithms has bounded the worst-case performance on any subsequence of the training data relative to the performance of the best expert. However, because these "experts" may be difficult to implement, we take a more general approach and bound performance relative to the actual performance of any online learner on this single subsequence. We present the additive expert ensemble algorithm AddExp, a new, general method for using any online learner for drifting concepts. We adapt techniques for analyzing expert prediction algorithms to prove mistake and loss bounds for a discrete and a continuous version of AddExp. Finally, we present pruning methods and empirical results for data sets with concept drift. Machine improvisation and related style simulation problems usually consider building repre- sentations of time-based media data, such as music, either by explicit coding of rules or applying machine learning methods. Stylistic learning applies such methods to musical sequences in order to capture salient musical features and organize these features into a model. The Stylistic simulation process browses the model in order to generate variant musical sequences that are stylistically consistent with the learned ma- terial. If both the learning process and the simulation process happen in real-time, in an interactive system where the computer “plays” with musicians, then Machine Improvisation is achieved. Improvisation models have to cope with a trade-off between completeness (all the possible patterns and their continuation laws are discovered) and incrementality (the completeness is ensured only asymptotically for infinite sequences). In a previous work we devised a complete and incremental model based on the Factor Oracle Algorithm. In this paper we propose a concurrent constraints model for the Factor Oracle and show how it can be used in a concurrent learning improvisation situation. Our model is based on a non-deterministic concurrent constraint process calculus (NTCC). Such an approach allows the system to respond in a faster and more flexible manner to real-life performance situations. In addition, the declarative nature of constraints greatly simplifies the expansion of the system with improvisation rules at a higher musical level. We also describe the implementation of our model in a NTCC interpreter written in Common Lisp that is capable of real time performance. We study resource-limited online learning, motivated by the problem of conditional-branch outcome prediction in computer architecture. In particular, we consider (parallel) time and space-efficient ensemble learners for online settings, empirically demonstrating benefits similar to those shown previously for offline ensembles. Our learning algorithms are inspired by the previously published “boosting by filtering” framework as well as the offline Arc-x4 boosting-style algorithm. We train ensembles of online decision trees using a novel variant of the ID4 online decision-tree algorithm as the base learner, and show empirical results for both boosting and bagging-style online ensemble methods. Our results evaluate these methods on both our branch prediction domain and online variants of three familiar machine-learning benchmarks. Our data justifies three key claims. First, we show empirically that our extensions to ID4 significantly improve performance for single trees and additionally are critical to achieving performance gains in tree ensembles. Second, our results indicate significant improvements in predictive accuracy with ensemble size for the boosting-style algorithm. The bagging algorithms we tried showed poor performance relative to the boosting-style algorithm (but still improve upon individual base learners). Third, we show that ensembles of small trees are often able to outperform large single trees with the same number of nodes (and similarly outperform smaller ensembles of larger trees that use the same total number of nodes). This makes online boosting particularly useful in domains such as branch prediction with tight space restrictions (i.e., the available real-estate on a microprocessor chip). Abstract As one of the most challenging and attractive problems in the pattern recognition and machine intelligence field, imbalanced classification has received a large amount of research attention for many years. In binary classification tasks, one class usually tends to be underrepresented when it consists of far fewer patterns than the other class, which results in undesirable classification results, especially for the minority class. Several techniques, including resampling, boosting and cost-sensitive methods have been proposed to alleviate this problem. Recently, some ensemble methods that focus on combining individual techniques to obtain better performance have been observed to present better classification performance on the minority class. In this paper, we propose a novel ensemble framework called Adaptive Ensemble Undersampling-Boost for imbalanced learning. Our proposal combines the Ensemble of Undersampling (EUS) technique, Real Adaboost, cost-sensitive weight modification, and adaptive boundary decision strategy to build a hybrid algorithm. The superiority of our method over other state-of-the-art ensemble methods is demonstrated by experiments on 18 real world data sets with various data distributions and different imbalance ratios. Given the experimental results and further analysis, our proposal is proven to be a promising alternative that can be applied to various imbalanced classification domains.