Intelligent Adaptive Ensembles for Data Stream Mining: A High Return on Investment Approach

Online ensemble methods have been very successful to create accurate models against data streams that are susceptible to concept drift. The success of data stream mining has allowed diverse users to analyse their data in multiple domains, ranging from monitoring stock markets to analysing network traffic and exploring ATM transactions. Increasingly, data stream mining applications are running on mobile devices, utilizing the variety of data generated by sensors and network technologies. Subsequently, there has been a surge in interest in mobile or so-called pocket data stream mining, aiming to construct near real-time models. However, it follows that the computational resources are limited and that there is a need to adapt analytics to map the resource usage requirements. In this context, the resultant models produced by such algorithms should thus not only be highly accurate and be able to swiftly adapt to changes. Rather, the data mining techniques should also be fast, scalable, and efficient in terms of resource allocation. It then becomes important to consider Return on Investment ROI issues such as storage space needs and memory utilization. This paper introduces the Adaptive Ensemble Size AES algorithm, an extension of the Online Bagging method, to address this issue. Our AES method dynamically adapts the sizes of ensembles, based on the most recent memory usage requirements. Our results when comparing our AES algorithm with the state-of-the-art indicate that we are able to obtain a high Return on Investment ROI without compromising on the accuracy of the results.