A Segment-Based Drift Adaptation Method for Data Streams.

In concept drift adaptation, we aim to design a blind or an informed strategy to update our best predictor for future data at each time point. However, existing informed drift adaptation methods need to wait for an entire batch of data to detect drift and then update the predictor (if drift is detected), which causes adaptation delay. To overcome the adaptation delay, we propose a sequentially updated statistic, called drift-gradient to quantify the increase of distributional discrepancy when every new instance arrives. Based on drift-gradient, a segment-based drift adaptation (SEGA) method is developed to online update our best predictor. Drift-gradient is defined on a segment in the training set. It can precisely quantify the increase of distributional discrepancy between the old segment and the newest segment when only one new instance is available at each time point. A lower value of drift-gradient on the old segment represents that the distribution of the new instance is closer to the distribution of the old segment. Based on the drift-gradient, SEGA retrains our best predictors with the segments that have the minimum drift-gradient when every new instance arrives. SEGA has been validated by extensive experiments on both synthetic and real-world, classification and regression data streams. The experimental results show that SEGA outperforms competitive blind and informed drift adaptation methods.