Modeling Concept Drift: A Probabilistic Graphical Model Based Approach
An often used approach for detecting and adapting to concept drift when doing classification is to treat the data as i.i.d. and use changes in classification accuracy as an indication of concept drift. In this paper, we take a different perspective and propose a framework, based on probabilistic gra...
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Published in | Advances in Intelligent Data Analysis XIV Vol. 9385; pp. 72 - 83 |
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Main Authors | , , , , , , , , |
Format | Book Chapter |
Language | English |
Published |
Switzerland
Springer International Publishing AG
2015
Springer International Publishing |
Series | Lecture Notes in Computer Science |
Subjects | |
Online Access | Get full text |
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Summary: | An often used approach for detecting and adapting to concept drift when doing classification is to treat the data as i.i.d. and use changes in classification accuracy as an indication of concept drift. In this paper, we take a different perspective and propose a framework, based on probabilistic graphical models, that explicitly represents concept drift using latent variables. To ensure efficient inference and learning, we resort to a variational Bayes inference scheme. As a proof of concept, we demonstrate and analyze the proposed framework using synthetic data sets as well as a real financial data set from a Spanish bank. |
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Bibliography: | H. Borchani, A.M. Martínez, and A.R. Masegosa—These authors are considered as first authors and contributed equally to this work. |
ISBN: | 3319244647 9783319244648 |
ISSN: | 0302-9743 1611-3349 |
DOI: | 10.1007/978-3-319-24465-5_7 |