Data stream mining has been receiving increased attention due to its presence in a wide range of applications, such as sensor networks, banking, and telecommunication. One of the most important challenges in learning from data streams is reacting to concept drift, i.e., unforeseen changes of the stream's underlying data distribution. Several classification algorithms that cope with concept drift have been put forward, however, most of them specialize in one type of change. In this paper, we propose a new data stream classifier, called the Accuracy Updated Ensemble (AUE2), which aims at reacting equally well to different types of drift. AUE2 combines accuracy-based weighting mechanisms known from block-based ensembles with the incremental nature of Hoeffding Trees. The proposed algorithm is experimentally compared with 11 state-of-the-art stream methods, including single classifiers, block-based and online ensembles, and hybrid approaches in different drift scenarios. Out of all the compared algorithms, AUE2 provided best average classification accuracy while proving to be less memory consuming than other ensemble approaches. Experimental results show that AUE2 can be considered suitable for scenarios, involving many types of drift as well as static environments.

Every day, huge volumes of sensory, transactional, and web data are continuously generated as streams, which need to be analyzed online as they arrive. Streaming data can be considered as one of the main sources of what is called big data. While predictive modeling for data streams and big data have received a lot of attention over the last decade, many research approaches are typically designed for well-behaved controlled problem settings, overlooking important challenges imposed by real-world applications. This article presents a discussion on eight open challenges for data stream mining. Our goal is to identify gaps between current research and meaningful applications, highlight open problems, and define new application-relevant research directions for data stream mining. The identified challenges cover the full cycle of knowledge discovery and involve such problems as: protecting data privacy, dealing with legacy systems, handling incomplete and delayed information, analysis of complex data, and evaluation of stream mining algorithms. The resulting analysis is illustrated by practical applications and provides general suggestions concerning lines of future research in data stream mining.

Modern data-driven systems often require classifiers capable of dealing with streaming imbalanced data and concept changes. The assessment of learning algorithms in such scenarios is still a challenge, as existing online evaluation measures focus on efficiency, but are susceptible to class ratio changes over time. In case of static data, the area under the receiver operating characteristics curve, or simply AUC, is a popular measure for evaluating classifiers both on balanced and imbalanced class distributions. However, the characteristics of AUC calculated on time-changing data streams have not been studied. This paper analyzes the properties of our recent proposal, an incremental algorithm that uses a sorted tree structure with a sliding window to compute AUC with forgetting. The resulting evaluation measure, called prequential AUC, is studied in terms of: visualization over time, processing speed, differences compared to AUC calculated on blocks of examples, and consistency with AUC calculated traditionally. Simulation results show that the proposed measure is statistically consistent with AUC computed traditionally on streams without drift and comparably fast to existing evaluation procedures. Finally, experiments on real-world and synthetic data showcase characteristic properties of prequential AUC compared to classification accuracy, G-mean, Kappa, Kappa M, and recall when used to evaluate classifiers on imbalanced streams with various difficulty factors.

As each imbalanced classification problem comes with its own set of challenges, the measure used to evaluate classifiers must be individually selected. To help researchers make this decision in an informed manner, experimental and theoretical investigations compare general properties of measures. However, existing studies do not analyze changes in measure behavior imposed by different imbalance ratios. Moreover, several characteristics of imbalanced data streams, such as the effect of dynamically changing class proportions, have not been thoroughly investigated from the perspective of different metrics. In this paper, we study measure dynamics by analyzing changes of measure values, distributions, and gradients with diverging class proportions. For this purpose, we visualize measure probability mass functions and gradients. In addition, we put forward a histogram-based normalization method that provides a unified, probabilistic interpretation of any measure over data sets with different class distributions. The results of analyzing eight popular classification measures show that the effect class proportions have on each measure is different and should be taken into account when evaluating classifiers. Apart from highlighting imbalance-related properties of each measure, our study shows a direct connection between class ratio changes and certain types of concept drift, which could be influential in designing new types of classifiers and drift detectors for imbalanced data streams.