PANFIS++ google
The concept of evolving intelligent system (EIS) provides an effective avenue for data stream mining because it is capable of coping with two prominent issues: online learning and rapidly changing environments. We note at least three uncharted territories of existing EISs: data uncertainty, temporal system dynamic, redundant data streams. This book chapter aims at delivering a concrete solution of this problem with the algorithmic development of a novel learning algorithm, namely PANFIS++. PANFIS++ is a generalized version of the PANFIS by putting forward three important components: 1) An online active learning scenario is developed to overcome redundant data streams. This module allows to actively select data streams for the training process, thereby expediting execution time and enhancing generalization performance, 2) PANFIS++ is built upon an interval type-2 fuzzy system environment, which incorporates the so-called footprint of uncertainty. This component provides a degree of tolerance for data uncertainty. 3) PANFIS++ is structured under a recurrent network architecture with a self-feedback loop. This is meant to tackle the temporal system dynamic. The efficacy of the PANFIS++ has been numerically validated through numerous real-world and synthetic case studies, where it delivers the highest predictive accuracy while retaining the lowest complexity. …
Exact Soft Confidence-Weighted Learning google
In this paper, we propose a new Soft Confidence-Weighted (SCW) online learning scheme, which enables the conventional confidence-weighted learning method to handle non-separable cases. Unlike the previous confidence-weighted learning algorithms, the proposed soft confidence-weighted learning method enjoys all the four salient properties: (i) large margin training, (ii) confidence weighting, (iii) capability to handle non-separable data, and (iv) adaptive margin. Our experimental results show that the proposed SCW algorithms significantly outperform the original CW algorithm. When comparing with a variety of state-of-theart algorithms (including AROW, NAROW and NHERD), we found that SCW generally achieves better or at least comparable predictive accuracy, but enjoys significant advantage of computational efficiency (i.e., smaller number of updates and lower time cost). …
Maximum Margin Principal Components google
Principal Component Analysis (PCA) is a very successful dimensionality reduction technique, widely used in predictive modeling. A key factor in its widespread use in this domain is the fact that the projection of a dataset onto its first $K$ principal components minimizes the sum of squared errors between the original data and the projected data over all possible rank $K$ projections. Thus, PCA provides optimal low-rank representations of data for least-squares linear regression under standard modeling assumptions. On the other hand, when the loss function for a prediction problem is not the least-squares error, PCA is typically a heuristic choice of dimensionality reduction — in particular for classification problems under the zero-one loss. In this paper we target classification problems by proposing a straightforward alternative to PCA that aims to minimize the difference in margin distribution between the original and the projected data. Extensive experiments show that our simple approach typically outperforms PCA on any particular dataset, in terms of classification error, though this difference is not always statistically significant, and despite being a filter method is frequently competitive with Partial Least Squares (PLS) and Lasso on a wide range of datasets. …

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