Statistical Mechanics of Online Learning of Drifting Concepts: A Variational Approach

  • Authors:
  • Renato Vicente;Osame Kinouchi;Nestor Caticha

  • Affiliations:
  • Instituto de Física, Universidade de São Paulo, CP66318, CEP 05315-970, São Paulo, SP Brazil. E-mail: rvicente@if.usp.br;Instituto de Física de São Carlos, Universidade de São Paulo, CP 369, CEP 13560-970, São Carlos, SP Brazil. E-mail: osame@ultra3000.ifqsc.sc.usp.br;Instituto de Física, Universidade de São Paulo, CP66318, CEP 05315-970, São Paulo, SP Brazil. E-mail: nestor@if.usp.br

  • Venue:
  • Machine Learning - Special issue on context sensitivity and concept drift
  • Year:
  • 1998

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Abstract

We review the application of statistical mechanics methods to the study of online learning of a drifting concept in the limit of large systems. The model where a feed-forward network learnsfrom examples generated by a time dependent teacher of the samearchitecture is analyzed. The best possible generalization ability is determined exactly, through the use of a variational method. Theconstructive variational method also suggests a learning algorithm. It depends, however, on some unavailable quantities, such as the present performance of the student. The construction of estimators for these quantities permits the implementation of a very effective, highly adaptive algorithm. Several other algorithms are also studied for comparison with the optimal bound and the adaptive algorithm, fordifferent types of time evolution of the rule.