Recursive least square perceptron model for non-stationary and imbalanced data stream classification

Classifying non-stationary and imbalanced data streams encompasses two important challenges, namely concept drift and class imbalance. ''Concept drift'' (or nonstationarity) is changes in the underlying function being learnt, and class imbalance is vast difference between the numbers of instances in different classes of data. Class imbalance is an obstacle for the efficiency of most classifiers and is usually observed in two-class datasets. Previous methods for classifying non-stationary and imbalanced data streams mainly focus on batch solutions, in which the classification model is trained using a chunk of data. Here, we propose an online perceptron model. The main contribution is a new error model inspired from the error model of recursive least square (RLS) filter. In the proposed error model, non-stationarity is handled with the forgetting factor of RLS error model and for handling class imbalance two different errors weighting strategies are proposed. These strategies are verified with convergence and tracking theories from adaptive filters theory. The proposed methods is evaluated on two synthetic and six real-world two-class datasets and compared with seven previous online perceptron models. The results show statistically significant improvement to previous methods.