期刊
IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS
卷 30, 期 9, 页码 2570-2582出版社
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TNNLS.2018.2886956
关键词
Adaptation; change-detection mechanisms (CDMs); concept drift; discrete-time Markov chains (DTMCs); learning in nonstationary environments
类别
资金
- Project Italian PRIN GAUChO Project
Learning under concept drift is a novel and promising research area aiming at designing learning algorithms able to deal with nonstationary data-generating processes. In this research field, most of the literature focuses on learning nonstationary probabilistic frameworks, while some extensions about learning graphs and signals under concept drift exist. For the first time in the literature, this paper addresses the problem of learning discrete-time Markov chains (DTMCs) under concept drift. More specifically, following a hybrid active/passive approach, this paper introduces both a family of change-detection mechanisms (CDMs), differing in the required assumptions and performance, for detecting changes in DTMCs and an adaptive learning algorithm able to deal with DTMCs under concept drift. The effectiveness of both the proposed CDMs and the adaptive learning algorithm has been extensively tested on synthetically generated experiments and real data sets.
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