Data Mining and Knowledge Discovery Handbook

Chapter 36: Mining Data Streams

Haixun Wang
IBM T. J. Watson Research Center
haixun@ us.ibm.com
Philip S. Yu
IBM T. J. Watson Research Center
psyu@us.ibm.com
Jiawei Han
University of Illinois, Urbana Champaign
hanj@cs.uiuc.edu

Overview

Abstract

Knowledge discovery from infinite data streams is an important and difficult task. We are facing two challenges, the overwhelming volume and the concept drifts of the streaming data. In this chapter, we introduce a general framework for mining concept-drifting data streams using weighted ensemble classifiers. We train an ensemble of classification models, such as C4.5, RIPPER, naive Bayesian, etc., from sequential chunks of the data stream. The classifiers in the ensemble are judiciously weighted based on their expected classification accuracy on the test data under the time-evolving environment. Thus, the ensemble approach improves both the efficiency in learning the model and the accuracy in performing classification. Our empirical study shows that the proposed methods have substantial advantage over single-classifier approaches in prediction accuracy, and the ensemble framework is effective for a variety of classification models.

Keywords:

Data Mining, concept learning, classifier design and evaluation

1. Introduction

Knowledge discovery on streaming data is a research topic of growing interest (Babcock et al., 2002; Chen et al., 2002; Domingos and Hulten, 2000; Hulten et al., 2001). The fundamental problem we need to solve is the following: given an infinite amount of continuous measurements, how do we model them in order to capture time-evolving trends and patterns in the stream, and make time-critical predictions?

Huge data volume and drifting concepts are not unfamiliar...

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