Transfer estimation of evolving class priors in data stream classification

  • Authors:
  • Zhihao Zhang;Jie Zhou

  • Affiliations:
  • Tsinghua National Laboratory for Information Science and Technology (TNList), State Key Laboratory on Intelligent Technology and Systems, Department of Automation, Tsinghua University, Beijing 100 ...;Tsinghua National Laboratory for Information Science and Technology (TNList), State Key Laboratory on Intelligent Technology and Systems, Department of Automation, Tsinghua University, Beijing 100 ...

  • Venue:
  • Pattern Recognition
  • Year:
  • 2010

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Abstract

Data stream classification is a hot topic in data mining research. The great challenge is that the class priors may evolve along the data sequence. Algorithms have been proposed to estimate the dynamic class priors and adjust the classifier accordingly. However, the existing algorithms do not perform well on prior estimation due to the lack of samples from the target distribution. Sample size has great effects in parameter estimation and small-sample effects greatly contaminate the estimation performance. In this paper, we propose a novel parameter estimation method called transfer estimation. Transfer estimation makes use of samples not only from the target distribution but also from similar distributions. We apply this new estimation method to the existing algorithms and obtain an improved algorithm. Experiments on both synthetic and real data sets show that the improved algorithm outperforms the existing algorithms on both class prior estimation and classification.