Browsing by Author "L. Lobo, Jesus"
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Item A Probabilistic Sample Matchmaking Strategy for Imbalanced Data Streams with Concept Drift(2017) L. Lobo, Jesus; Del Ser, Javier; Bilbao, Miren Nekane; Laña, Ibai; Salcedo-Sanz, Sancho; IAIn the last decade the interest in adaptive models for non-stationary environments has gained momentum within the research community due to an increasing number of application scenarios generating non-stationary data streams. In this context the literature has been specially rich in terms of ensemble techniques, which in their majority have focused on taking advantage of past information in the form of already trained predictive models and other alternatives alike. This manuscript elaborates on a rather different approach, which hinges on extracting the essential predictive information of past trained models and determining therefrom the best candidates (intelligent sample matchmaking) for training the predictive model of the current data batch. This novel perspective is of inherent utility for data streams characterized by short-length unbalanced data batches, situation where the so-called trade-off between plasticity and stability must be carefully met. The approach is evaluated on a synthetic data set that simulates a non-stationary environment with recurrently changing concept drift. The proposed approach is shown to perform competitively when adapting to a sudden and recurrent change with respect to the state of the art, but without storing all the past trained models and by lessening its computational complexity in terms of model evaluations. These promising results motivate future research aimed at validating the proposed strategy on other scenarios under concept drift, such as those characterized by semi-supervised data streams.Item Unsupervised Anomaly Detection in Stream Data with Online Evolving Spiking Neural Networks(2021-07) Maciąg, Piotr S.; Kryszkiewicz, Marzena; Bembenik, Robert; L. Lobo, Jesus; Del Ser, Javier; L. Lobo, Jesus; IAUnsupervised anomaly discovery in stream data is a research topic with many practical applications. However, in many cases, it is not easy to collect enough training data with labeled anomalies for supervised learning of an anomaly detector in order to deploy it later for identification of real anomalies in streaming data. It is thus important to design anomalies detectors that can correctly detect anomalies without access to labeled training data. Our idea is to adapt the Online evolving Spiking Neural Network (OeSNN) classifier to the anomaly detection task. As a result, we offer an Online evolving Spiking Neural Network for Unsupervised Anomaly Detection algorithm (OeSNN-UAD), which, unlike OeSNN, works in an unsupervised way and does not separate output neurons into disjoint decision classes. OeSNN-UAD uses our proposed new two-step anomaly detection method. Also, we derive new theoretical properties of neuronal model and input layer encoding of OeSNN, which enable more effective and efficient detection of anomalies in our OeSNN-UAD approach. The proposed OeSNN-UAD detector was experimentally compared with state-of-the-art unsupervised and semi-supervised detectors of anomalies in stream data from the Numenta Anomaly Benchmark and Yahoo Anomaly Datasets repositories. Our approach outperforms the other solutions provided in the literature in the case of data streams from the Numenta Anomaly Benchmark repository. Also, in the case of real data files of the Yahoo Anomaly Benchmark repository, OeSNN-UAD outperforms other selected algorithms, whereas in the case of Yahoo Anomaly Benchmark synthetic data files, it provides competitive results to the results recently reported in the literature.