Modeling concept drift: A probabilistic graphical model based approach

Hanen Borchani, Ana Maria Martinez, Andrés R. Masegosa, Helge Langseth, Thomas Dyhre Nielsen, Antonio Salmerón, Antonio Fernández, Anders Læsø Madsen, Ramón Sáez

Publikation: Bidrag til bog/antologi/rapport/konference proceedingKonferenceartikel i proceedingForskningpeer review

7 Citationer (Scopus)
332 Downloads (Pure)

Resumé

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 re- sort 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.
OriginalsprogEngelsk
TitelAdvances in Intelligent Data Analysis XIV : 14th International Symposium, IDA 2015, Saint Etienne. France, October 22 -24, 2015. Proceedings
RedaktørerElisa Fromont, Tijl De Bie, Matthijs van Leeuwen
ForlagSpringer
Publikationsdato2015
Sider72-83
ISBN (Trykt)978-3-319-24464-8
ISBN (Elektronisk)978-3-319-24465-5
DOI
StatusUdgivet - 2015
BegivenhedInternational Symposium, IDA 2015 - Saint Etienne, Frankrig
Varighed: 22 okt. 201524 okt. 2015
Konferencens nummer: 14th

Konference

KonferenceInternational Symposium, IDA 2015
Nummer14th
LandFrankrig
BySaint Etienne
Periode22/10/201524/10/2015
NavnLecture Notes in Computer Science
Nummer9385
ISSN0302-9743

Citer dette

Borchani, H., Martinez, A. M., Masegosa, A. R., Langseth, H., Nielsen, T. D., Salmerón, A., ... Sáez, R. (2015). Modeling concept drift: A probabilistic graphical model based approach. I E. Fromont, T. De Bie, & M. van Leeuwen (red.), Advances in Intelligent Data Analysis XIV: 14th International Symposium, IDA 2015, Saint Etienne. France, October 22 -24, 2015. Proceedings (s. 72-83). Springer. Lecture Notes in Computer Science, Nr. 9385 https://doi.org/10.1007/978-3-319-24465-5_7
Borchani, Hanen ; Martinez, Ana Maria ; Masegosa, Andrés R. ; Langseth, Helge ; Nielsen, Thomas Dyhre ; Salmerón, Antonio ; Fernández, Antonio ; Madsen, Anders Læsø ; Sáez, Ramón. / Modeling concept drift : A probabilistic graphical model based approach. Advances in Intelligent Data Analysis XIV: 14th International Symposium, IDA 2015, Saint Etienne. France, October 22 -24, 2015. Proceedings. red. / Elisa Fromont ; Tijl De Bie ; Matthijs van Leeuwen. Springer, 2015. s. 72-83 (Lecture Notes in Computer Science; Nr. 9385).
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title = "Modeling concept drift: A probabilistic graphical model based approach",
abstract = "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 re- sort 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.",
author = "Hanen Borchani and Martinez, {Ana Maria} and Masegosa, {Andr{\'e}s R.} and Helge Langseth and Nielsen, {Thomas Dyhre} and Antonio Salmer{\'o}n and Antonio Fern{\'a}ndez and Madsen, {Anders L{\ae}s{\o}} and Ram{\'o}n S{\'a}ez",
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Borchani, H, Martinez, AM, Masegosa, AR, Langseth, H, Nielsen, TD, Salmerón, A, Fernández, A, Madsen, AL & Sáez, R 2015, Modeling concept drift: A probabilistic graphical model based approach. i E Fromont, T De Bie & M van Leeuwen (red), Advances in Intelligent Data Analysis XIV: 14th International Symposium, IDA 2015, Saint Etienne. France, October 22 -24, 2015. Proceedings. Springer, Lecture Notes in Computer Science, nr. 9385, s. 72-83, Saint Etienne, Frankrig, 22/10/2015. https://doi.org/10.1007/978-3-319-24465-5_7

Modeling concept drift : A probabilistic graphical model based approach. / Borchani, Hanen; Martinez, Ana Maria; Masegosa, Andrés R.; Langseth, Helge; Nielsen, Thomas Dyhre; Salmerón, Antonio; Fernández, Antonio; Madsen, Anders Læsø; Sáez, Ramón.

Advances in Intelligent Data Analysis XIV: 14th International Symposium, IDA 2015, Saint Etienne. France, October 22 -24, 2015. Proceedings. red. / Elisa Fromont; Tijl De Bie; Matthijs van Leeuwen. Springer, 2015. s. 72-83.

Publikation: Bidrag til bog/antologi/rapport/konference proceedingKonferenceartikel i proceedingForskningpeer review

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Borchani H, Martinez AM, Masegosa AR, Langseth H, Nielsen TD, Salmerón A et al. Modeling concept drift: A probabilistic graphical model based approach. I Fromont E, De Bie T, van Leeuwen M, red., Advances in Intelligent Data Analysis XIV: 14th International Symposium, IDA 2015, Saint Etienne. France, October 22 -24, 2015. Proceedings. Springer. 2015. s. 72-83. (Lecture Notes in Computer Science; Nr. 9385). https://doi.org/10.1007/978-3-319-24465-5_7