On the Need of Class Ratio Insensitive Drift Tests for Data Streams

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André Maletzke, Denis Reis, Everton Cherman, Gustavo Batista ;
Proceedings of the Second International Workshop on Learning with Imbalanced Domains: Theory and Applications, PMLR 94:110-124, 2018.

Abstract

Early approaches to detect concept drifts in data streams without actual class labels aim at minimizing external labeling costs. However, their functionality is dubious when presented with changes in the proportion of the classes over time, as such methods keep reporting concept drifts that would not damage the performance of the current classification model. In this paper, we present an approach that can detect changes in the distribution of the features that is insensitive to changes in the distribution of the classes. The method also provides an estimate of the current class ratio and use it to adapt the threshold of a classification model trained with a balanced data. We show that the classification performance achieved by such a modified classifier is greater than that of a classifier trained with the same class distribution as the current imbalanced data.

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