Ensemble of online neural networks for non-stationary and imbalanced data streams

Concept drift (non-stationarity) and class imbalance are two important challenges for supervised classifiers. “Concept drift” (or non-stationarity) refers to changes in the underlying function being learnt, and class imbalance is a vast difference between the numbers of instances in different classes of data. Class imbalance is an obstacle for the efficiency of most classifiers. Research on classification of non-stationary and imbalanced data streams, mainly focuses on batch solutions, whereas online methods are more appropriate. Here, we propose an online ensemble of neural network (NN) classifiers. Ensemble models are the most frequent methods used for classifying non-stationary and imbalanced data streams. The main contribution is a two-layer approach for handling class imbalance and non-stationarity. In the first layer, cost-sensitive learning is embedded into the training phase of the NNs, and in the second layer a new method for weighting classifiers of the ensemble is proposed. The proposed method is evaluated on 3 synthetic and 8 real-world datasets. The results show statistically significant improvement compared to online ensemble methods with similar features.