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.
@cite_10: Many sciences have made significant breakthroughs by adopting online tools that help organize, structure and mine information that is too detailed to be printed in journals. In this paper, we introduce OpenML, a place for machine learning researchers to share and organize data in fine detail, so that they can work more effectively, be more visible, and collaborate with others to tackle harder problems. We discuss how OpenML relates to other examples of networked science and what benefits it brings for machine learning research, individual scientists, as well as students and practitioners.
@cite_12: Decision rules are one of the most expressive and interpretable models for machine learning. In this article, we present Adaptive Model Rules (AMRules), the first stream rule learning algorithm for regression problems. In AMRules, the antecedent of a rule is a conjunction of conditions on the attribute values, and the consequent is a linear combination of the attributes. In order to maintain a regression model compatible with the most recent state of the process generating data, each rule uses a Page-Hinkley test to detect changes in this process and react to changes by pruning the rule set. Online learning might be strongly affected by outliers. AMRules is also equipped with outliers detection mechanisms to avoid model adaption using anomalous examples. In the experimental section, we report the results of AMRules on benchmark regression problems, and compare the performance of our system with other streaming regression algorithms.
Deviating from the tree-based solutions, @cite_10 proposes the Adaptive Model Rules (AMRules) algorithm for online STR tasks, which is later on expanded by @cite_12 . The authors propose using decision rules for STR problems. Similarly to the FIMT-DD algorithm, perceptron models are employed to generate the responses. AMRules uses a built-in mechanism for dealing with concept drift based on the Page-Hinkley (PH) test , which simply drops outdated decision rules. In addition, the decision rule algorithm has also a routine to detect anomalous samples, e.g., noisy data, which are not employed to update the decision models.