Combining proactive and reactive predictions for data streams

Abstract

Mining data streams is important in both science and commerce. Two major challenges are (1) the data may grow without limit so that it is difficult to retain a long history; and (2) the underlying concept of the data may change over time. Different from common practice that keeps recent raw data, this paper uses a measure of conceptual equivalence to organize the data history into a history of concepts. Along the journey of concept change, it identifies new concepts as well as re-appearing ones, and learns transition patterns among concepts to help prediction. Different from conventional methodology that passively waits until the concept changes, this paper incorporates proactive and reactive predictions. In a proactive mode, it anticipates what the new concept will be if a future concept change takes place, and prepares prediction strategies in advance. If the anticipation turns out to be correct, a proper prediction model can be launched instantly upon the concept change. If not, it promptly resorts to a reactive mode: adapting a prediction model to the new data. A system RePro is proposed to implement these new ideas. Experiments compare the system with representative existing prediction methods on various benchmark data sets that represent diversified scenarios of concept change. Empirical evidence demonstrates that the proposed methodology is an effective and efficient solution to prediction for data streams.