Incremental learning imbalanced data streams with concept drift: The dynamic updated ensemble algorithm

Learning nonstationary data streams has been well studied in recent years. However, most of the researches assume that the class imbalance of data streams is relatively balanced. Only a few approaches tackle the joint issue of concept drift and class imbalance due to its complexity. Meanwhile, the existing chunk ensembles for classifying imbalanced nonstationary data streams always need to store previous data, which consumes plenty of memory usage. To overcome these issues, we propose a chunk-based incremental ensemble algorithm called Dynamic Updated Ensemble (DUE) for learning imbalanced data streams with concept drift. Compared to the existing techniques, its merits are fivefold: (1) it learns one chunk at a time without requiring access to previous data; (2) it emphasizes misclassified examples in the model update procedure; (3) it can timely react to multiple kinds of concept drifts; (4) it can adapt to the new condition when switching majority class to minority class; (5) it keeps a limited number of classifiers to ensure high efficiency. Experiments on synthetic and real datasets demonstrate the effectiveness of DUE in learning nonstationary imbalanced data streams. (C) 2020 Elsevier B.V. All rights reserved.