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Learning from Time-Changing Data with Adaptive Windowing
Abstract
We present a new approach for dealing with distribution change and concept drift when learning from data sequences that may vary with time. We use sliding windows whose size, instead of being fixed a priori, is recomputed online according to the rate of change observed from the data in the window itself. This delivers the user or programmer from having to guess a time-scale for change. Contrary to many related works, we provide rigorous guarantees of performance, as bounds on the rates of false positives and false negatives. Using ideas from data stream algorithmics, we develop a time- and memory-efficient version of this algorithm, called ADWIN2. We show how to combine ADWIN2 with the Naïve Bayes (NB) predictor, in two ways: one, using it to monitor the error rate of the current model and declare when revision is necessary and, two, putting it inside the NB predictor to maintain up-to-date estimations of conditional probabilities in the data. We test our approach using synthetic and real data streams and compare them to both fixed-size and variable-size window strategies with good results.
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“Leveraging Bagging Adwin (LB) [37] It leverages the Bagging algorithm with the ADap-tive WINdowing (ADWIN [38]) change detector to handle data with concept drift.”
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Allen, F., Kacperczyk, M. T., & Karri, S. S. K. (2026) · doi:10.2139/ssrn.6114866 · Cited by 1
QUTE: Quantifying Uncertainty in TinyML with Early-exit-assisted ensembles for model-monitoring
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Metadata
- Authors
- Bifet, A., & Gavaldà, R.
- Venue
- Proceedings of the 2007 SIAM International Conference on Data Mining
- Published
- 2007-04-26
- Pages
- 443-448
- OpenAlex
- W2143991132
- Cited by
- 1,789
- References
- 0
- FWCI
- 9.54
- Type
- conference paper
- Language
- en
- Open access
- closed
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