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.
One of the first efforts to tackle regression problems on a online setting was made by @cite_9 . The authors proposed an online and incremental method to build regression trees and dealing with concept drift. Their proposal, called FIMT-DD (Fast Incremental Model Tree with Drift Detection), employs the Hoeffding's bound theorem to decide whether a split decision must be made very much alike the VFDT (Very Fast Decision Tree) . The authors proposed using perceptrons without activation function at the tree's leaves to provide the responses. Being one of first works to tackle regression problems on data streams, the authors mostly evaluated their approach against traditional batch regression algorithms, but their research pioneered the research on Hoeffding (Trees and Decision Rules) algorithms for STR and MTR. The FIMT-DD was only designed to deal with numerical attributes, limiting its application to nominal data, unless some data transformation technique, e.g., one hot encoding, would be applied.
@cite_9
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Very Fast Decision Tree (VFDT) in data stream mining has been widely studied for more than a decade. VFDT in essence can mine over a portion of an unbounded data stream at a time, and the structure of the decision tree gets updated whenever new data feed in; hence it can predict better upon the input of fresh data. Inherent from traditional decision trees that use information gains for tree induction, VFDT may suffer the same over-fitting problem where noise in the training data leads to excessive tree branches therefore decline in prediction accuracy. This problem is aggravated in stream mining because limited run-time memory (for storing the whole decision tree) and reasonable accuracy are often the criteria for implementing VFDT. Post-pruning that was a popular technique used in traditional decision tree to keep the tree size in check, however may not be applicable for VFDT in situ. In this paper a new model that extends from VFDT called Optimized VFDT is proposed, for controlling the tree size while sustaining good prediction accuracy. This is enabled by using an adaptive threshold tie and incremental pruning in tree induction. Experimental results show that an optimal ratio of tree size and accuracy can be achieved by OVFDT.