Active mining of data streams

Most previously proposed mining methods on data streams make an unrealistic assumption that “labelled” data stream is readily available and can be mined at anytime. However, in most real-world problems, labelled data streams are rarely immediately available. Due to this reason, models are refreshed periodically, that is usually synchronized with data availability schedule. There are several undesirable consequences of this “passive periodic refresh”. In this paper, we propose a new concept of demand-driven active data mining. It estimates the error of the model on the new data stream without knowing the true class labels. When significantly higher error is suspected, it investigates the true class labels of a selected number of examples in the most recent data stream to verify the suspected higher error. 1 State-of-the-art Stream Mining State-of-the-art work on mining data streams concentrates on capturing time-evolving trends and patterns with “labeled” data. However, one important aspect that is often ignored or unrealistically assumed is the availability of “class labels” of data streams. Most algorithms make an implicit and impractical assumption that labeled data is readily available. Most works focus on how to detect the change in patterns and how to update the model to reflect such changes when there are “labelled” instances to be learned. However, for many applications, the class labels are not “immediately” available unless dedicated efforts and substantial costs are spent to investigate these labels right away. If the true class labels were readily available, data mining models would not be very useful we might just wait. In credit card fraud detection, we usually do not know if a particular transaction is a fraud until at least one month later after the account holder receives and reviews the monthly statement. Due to these facts, most current applications obtain class labels and update existing models in preset frequency, usually synchronized with data refresh. The effectiveness of the passive mode is dictated by some “statuary and static constraints”, yet not by the “demand” for a better model with a lower loss. Such a passive mode to mine data streams results in a number of potential undesirable consequences that contradict the notions of “streaming” and “continuous”. First, it may incur possibly higher loss due to neglected pattern drifts. If either the concept or data distribution drifts rapidly at an un-forecasted rate that statuary constraints do not catch up, the models are likely to be out-of-date on the data stream and important business opportunities might be missed. Second, it may have unnecessary model refresh. If there is neither conceptual nor distributional change, periodic passive model refresh and re-validation is a waste of resources. 1.1 Demand-driven Active Mining of Data Streams We are proposing a demand-driven active stream data mining process that solves the problems of passive stream data mining. As a summary, our particular implementation of active stream data mining has three simple steps: 1. Detect potential changes of data streams “on the fly” when the existing model classifies continuous data streams. The detection process does not use or know any true labels of the stream. One of the change detection methods is a “guess” of the actual loss or error rate of the model on the new data stream. 2. If the guessed loss or error rate of the model in step 1 is much higher than an application-specific tolerable maximum, we choose a small number of data records in the new data stream to investigate their true class labels. With these true class labels, we statistically estimate the true loss of the model. 3. If the statistically estimated loss in step 2 is verified to be higher than the tolerable maximum, we reconstruct the old model by using the same true class labels sampled in the previous step. In this paper, we concentrate on the first two steps. Our particular implementation extends on classification trees.