One of the current challenges in machine learning is how to deal with data coming at increasing rates in data streams. New predictive learning strategies are needed to cope with the high throughput data and concept drift. One of the data stream mining tasks where new learning strategies are needed is multi-target regression, due to its applicability in a high number of real world problems. While reliable and effective learning strategies have been proposed for batch multi-target regression, few have been proposed for multi-target online learning in data streams. Besides, the existing solutions do not consider the occurrence of inter-target correlations when making predictions. In this work, we propose an online learning strategy for multi-target regression in data streams. The proposed strategy extends a single target decision tree online learning algorithm to allow multi-target online regression learning in data streams. For such, the proposed strategy, called Stacked Single-target Hoeffding Tree (SST-HT), uses the inter-target dependencies as an additional information source to enhance predictive accuracy. Throughout an extensive experimental setup, we evaluate our proposal against state-of-the-art decision tree-based algorithms for online multi-target regression. According to the experimental results, SST-HT presents superior predictive accuracy, with a small increase in the processing time and memory requirements.
@cite_11 also expanded the AMRules framework for dealing with MTR tasks. The authors also employed the idea that the created partitions must reduce the variance in the output space. But different from the previous solution, AMRules does not lie in the global local categorization. Instead, the MTR version of AMRules is capable of specializing in subsets of targets by performing as follows: when executing a rule expansion test, if the variance in the target space is reduced only for some targets, a new decision rule encompassing the targets benefited by the split is created; a complementary rule without the expansion is also created for the remaining targets. Therefore, AMRules creates decision rules which can encompass all the targets, some of them, or even a single target, hence being a hybrid of a local and global method. AMRules was also adapted to deal with multi-label classification tasks .
@cite_11
2131479143 2266593536 2102674365 2066224818
Consider the problem of learning logistic-regression models for multiple classification tasks, where the training data set for each task is not drawn from the same statistical distribution. In such a multi-task learning (MTL) scenario, it is necessary to identify groups of similar tasks that should be learned jointly. Relying on a Dirichlet process (DP) based statistical model to learn the extent of similarity between classification tasks, we develop computationally efficient algorithms for two different forms of the MTL problem. First, we consider a symmetric multi-task learning (SMTL) situation in which classifiers for multiple tasks are learned jointly using a variational Bayesian (VB) algorithm. Second, we consider an asymmetric multi-task learning (AMTL) formulation in which the posterior density function from the SMTL model parameters (from previous tasks) is used as a prior for a new task: this approach has the significant advantage of not requiring storage and use of all previous data from prior tasks. The AMTL formulation is solved with a simple Markov Chain Monte Carlo (MCMC) construction. Experimental results on two real life MTL problems indicate that the proposed algorithms: (a) automatically identify subgroups of related tasks whose training data appear to be drawn from similar distributions; and (b) are more accurate than simpler approaches such as single-task learning, pooling of data across all tasks, and simplified approximations to DP. Decision rules are one of the most expressive and interpretable models for machine learning. In this article, we present Adaptive Model Rules (AMRules), the first stream rule learning algorithm for regression problems. In AMRules, the antecedent of a rule is a conjunction of conditions on the attribute values, and the consequent is a linear combination of the attributes. In order to maintain a regression model compatible with the most recent state of the process generating data, each rule uses a Page-Hinkley test to detect changes in this process and react to changes by pruning the rule set. Online learning might be strongly affected by outliers. AMRules is also equipped with outliers detection mechanisms to avoid model adaption using anomalous examples. In the experimental section, we report the results of AMRules on benchmark regression problems, and compare the performance of our system with other streaming regression algorithms. In this paper, we formulate object tracking in a particle filter framework as a structured multi-task sparse learning problem, which we denote as Structured Multi-Task Tracking (S-MTT). Since we model particles as linear combinations of dictionary templates that are updated dynamically, learning the representation of each particle is considered a single task in Multi-Task Tracking (MTT). By employing popular sparsity-inducing @math mixed norms @math and @math we regularize the representation problem to enforce joint sparsity and learn the particle representations together. As compared to previous methods that handle particles independently, our results demonstrate that mining the interdependencies between particles improves tracking performance and overall computational complexity. Interestingly, we show that the popular @math tracker (Mei and Ling, IEEE Trans Pattern Anal Mach Intel 33(11):2259---2272, 2011) is a special case of our MTT formulation (denoted as the @math tracker) when @math Under the MTT framework, some of the tasks (particle representations) are often more closely related and more likely to share common relevant covariates than other tasks. Therefore, we extend the MTT framework to take into account pairwise structural correlations between particles (e.g. spatial smoothness of representation) and denote the novel framework as S-MTT. The problem of learning the regularized sparse representation in MTT and S-MTT can be solved efficiently using an Accelerated Proximal Gradient (APG) method that yields a sequence of closed form updates. As such, S-MTT and MTT are computationally attractive. We test our proposed approach on challenging sequences involving heavy occlusion, drastic illumination changes, and large pose variations. Experimental results show that S-MTT is much better than MTT, and both methods consistently outperform state-of-the-art trackers. Multivariate time series (MTS) classification has gained importance with the increase in the number of temporal datasets in different domains (such as medicine, finance, multimedia, etc.). Similarity-based approaches, such as nearest-neighbor classifiers, are often used for univariate time series, but MTS are characterized not only by individual attributes, but also by their relationships. Here we provide a classifier based on a new symbolic representation for MTS (denoted as SMTS) with several important elements. SMTS considers all attributes of MTS simultaneously, rather than separately, to extract information contained in the relationships. Symbols are learned from a supervised algorithm that does not require pre-defined intervals, nor features. An elementary representation is used that consists of the time index, and the values (and first differences for numerical attributes) of the individual time series as columns. That is, there is essentially no feature extraction (aside from first differences) and the local series values are fused to time position through the time index. The initial representation of raw data is quite simple conceptually and operationally. Still, a tree-based ensemble can detect interactions in the space of the time index and time values and this is exploited to generate a high-dimensional codebook from the terminal nodes of the trees. Because the time index is included as an attribute, each MTS is learned to be segmented by time, or by the value of one of its attributes. The codebook is processed with a second ensemble where now implicit feature selection is exploited to handle the high-dimensional input. The constituent properties produce a distinctly different algorithm. Moreover, MTS with nominal and missing values are handled efficiently with tree learners. Experiments demonstrate the effectiveness of the proposed approach in terms of accuracy and computation times in a large collection multivariate (and univariate) datasets.