The file associated with this record is embargoed until 18 months after the date of publication. The final published version may be available through the links above. Following the embargo period the above license applies.In many applications of information systems learning algorithms have to act in dynamic environments where data are collected in the form of transient data streams. Compared to static data mining, processing streams imposes new computational requirements for algorithms to incrementally process incoming examples while using limited memory and time. Furthermore, due to the non-stationary characteristics of streaming data, prediction models are often also required to adapt to concept drifts. Out of several new proposed stream algorithms, ensembles play an important role, in particular for non-stationary environments. This paper surveys research on ensembles for data stream classification as well as regression tasks. Besides presenting a comprehensive spectrum of ensemble approaches for data streams, we also discuss advanced learning concepts such as imbalanced data streams, novelty detection, active and semi-supervised learning, complex data representations and structured outputs. The paper concludes with a discussion of open research problems and lines of future research.Peer-reviewedPost-prin

Online learning algorithms often have to operate in the presence of concept drift (i.e., the concepts to be learned can change with time). This paper presents a new categorization for concept drift, separating drifts according to different criteria into mutually exclusive and nonheterogeneous categories. Moreover, although ensembles of learning machines have been used to learn in the presence of concept drift, there has been no deep study of why they can be helpful for that and which of their features can contribute or not for that. As diversity is one of these features, we present a diversity analysis in the presence of different types of drifts. We show that, before the drift, ensembles with less diversity obtain lower test errors. On the other hand, it is a good strategy to maintain highly diverse ensembles to obtain lower test errors shortly after the drift independent on the type of drift, even though high diversity is more important for more severe drifts. Longer after the drift, high diversity becomes less important. Diversity by itself can help to reduce the initial increase in error caused by a drift, but does not provide the faster recovery from drifts in long-term.

Online learning algorithms often have to operate in the presence of concept drifts. A recent study revealed that different diversity levels in an ensemble of learning machines are required in order to maintain high generalization on both old and new concepts. Inspired by this study and based on a further study of diversity with different strategies to deal with drifts, we propose a new online ensemble learning approach called Diversity for Dealing with Drifts (DDD). DDD maintains ensembles with different diversity levels and is able to attain better accuracy than other approaches. Furthermore, it is very robust, outperforming other drift handling approaches in terms of accuracy when there are false positive drift detections. In all the experimental comparisons we have carried out, DDD always performed at least as well as other drift handling approaches under various conditions, with very few exceptions.

Online class imbalance learning is a new learning problem that combines the challenges of both online learning and class imbalance learning. It deals with data streams having very skewed class distributions. This type of problems commonly exists in real-world applications, such as fault diagnosis of real-time control monitoring systems and intrusion detection in computer networks. In our earlier work, we defined class imbalance online, and proposed two learning algorithms OOB and UOB that build an ensemble model overcoming class imbalance in real time through resampling and time-decayed metrics. In this paper, we further improve the resampling strategy inside OOB and UOB, and look into their performance in both static and dynamic data streams. We give the first comprehensive analysis of class imbalance in data streams, in terms of data distributions, imbalance rates and changes in class imbalance status. We find that UOB is better at recognizing minority-class examples in static data streams, and OOB is more robust against dynamic changes in class imbalance status. The data distribution is a major factor affecting their performance. Based on the insight gained, we then propose two new ensemble methods that maintain both OOB and UOB with adaptive weights for final predictions, called WEOB1 and WEOB2. They are shown to possess the strength of OOB and UOB with good accuracy and robustness.

As an emerging research topic, online class imbalance learning often combines the challenges of both class imbalance and concept drift. It deals with data streams having very skewed class distributions, where concept drift may occur. It has recently received increased research attention; however, very little work addresses the combined problem where both class imbalance and concept drift coexist. As the first systematic study of handling concept drift in class-imbalanced data streams, this paper first provides a comprehensive review of current research progress in this field, including current research focuses and open challenges. Then, an in-depth experimental study is performed, with the goal of understanding how to best overcome concept drift in online learning with class imbalance.

Class evolution, the phenomenon of class emergence and disappearance, is an important research topic for data stream mining. All previous studies implicitly regard class evolution as a transient change, which is not true for many real-world problems. This paper concerns the scenario where classes emerge or disappear gradually. A class-based ensemble approach, namely Class-Based ensemble for Class Evolution (CBCE), is proposed. By maintaining a base learner for each class and dynamically updating the base learners with new data, CBCE can rapidly adjust to class evolution. A novel under-sampling method for the base learners is also proposed to handle the dynamic class-imbalance problem caused by the gradual evolution of classes. Empirical studies demonstrate the effectiveness of CBCE in various class evolution scenarios in comparison to existing class evolution adaptation methods.