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.
Despite the efforts made to build methods tailored to split the decision space considering all the targets, neither of the presented solutions effectively take advantage of the inter-target dependencies at the moment of generating predictions. In all of the presented cases, individual models are created for each target, simply ignoring how their values relate to each other. Inspired by the work of @cite_3 , we propose employing the strategy of Stacked Single-target (SST) at the leaves' models for further improving the prediction performance of the MTR decision tree models. Also, considering the mutable characteristics of streaming tasks, our proposal, called Stacked Single-target Hoeffding Tree (SST-HT) can be setup to dynamically selecting for each target when to use its SST model, the standard perceptron, or the most straightforward mean predictor.
@cite_3
1577823635
Mining of data streams must balance three evaluation dimensions: accuracy, time and memory Excellent accuracy on data streams has been obtained with Naive Bayes Hoeffding Trees—Hoeffding Trees with naive Bayes models at the leaf nodes—albeit with increased runtime compared to standard Hoeffding Trees In this paper, we show that runtime can be reduced by replacing naive Bayes with perceptron classifiers, while maintaining highly competitive accuracy We also show that accuracy can be increased even further by combining majority vote, naive Bayes, and perceptrons We evaluate four perceptron-based learning strategies and compare them against appropriate baselines: simple perceptrons, Perceptron Hoeffding Trees, hybrid Naive Bayes Perceptron Trees, and bagged versions thereof We implement a perceptron that uses the sigmoid activation function instead of the threshold activation function and optimizes the squared error, with one perceptron per class value We test our methods by performing an evaluation study on synthetic and real-world datasets comprising up to ten million examples.