1 entropy-based concept shift detection peter vorburger, abraham bernstein ieee icdm 2006 speaker:...

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1 ENTROPY-BASED CONCEPT SHIFT DETECTION PETER VORBURGER, ABRAHAM BERNSTEIN IEEE ICDM 2006 Speaker: Li HueiJyun Advisor: Koh JiaLing Date:2007/11/6 1

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Page 1: 1 ENTROPY-BASED CONCEPT SHIFT DETECTION PETER VORBURGER, ABRAHAM BERNSTEIN IEEE ICDM 2006 Speaker: Li HueiJyun Advisor: Koh JiaLing Date:2007/11/6 1

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ENTROPY-BASED CONCEPT SHIFT DETECTIONPETER VORBURGER, ABRAHAM BERNSTEINIEEE ICDM 2006

Speaker: Li HueiJyun

Advisor: Koh JiaLing

Date:2007/11/6

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Page 2: 1 ENTROPY-BASED CONCEPT SHIFT DETECTION PETER VORBURGER, ABRAHAM BERNSTEIN IEEE ICDM 2006 Speaker: Li HueiJyun Advisor: Koh JiaLing Date:2007/11/6 1

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OUTLINE

Introduction Entropy and Concept Shift Adaption

Calculating Entropy on Data Streams Algorithm Control Strategy using Entropy

Measure Experimental setup Experimental Results Discussion of the Experiments Application to a Real-World Problem: Context

Switches in Sensor Data Limitations, Future Work, and Conclusion 2

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INTRODUCTION

Problem: In many applications data is gathered over time,

which raises the problem that the concepts to be learned may drift (i.e., change) over time.

The increasing amount of data (e.g., multimedia content, data warehouse ) and limitation of computing power due to miniaturization (e.g., wearable computing) call for faster and more resource friendly algorithms.

Motivation: the analysis of sensor data on wearable devices.

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INTRODUCTION

Context-awareness: A Scenario-based Approach for Direct Interruptablity Prediction on Wearable Devices Classifiers predict peoples’ anticipated behavior

based on sensory input Contexts (or contextual situations) switch rather

than gradually change Contextual information could be reused, even for

new, not yet encountered situations An ongoing monitoring of the sensor stream

is needed4

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INTRODUCTION

Problem: online pattern matching mechanism comparing

the sensor stream to the entire library of already known contexts is computational complex and not yet suitable for today’s wearable devices.

Solution: indicate possible candidates (or hot spots) for

context changes limiting the computationally intensive context (re-)determination on those candidates.

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ENTROPY AND CONCEPT SHIFT ADAPTION

Assumptions: As long as the distribution of older instances

(features and target values) is similar to the distribution of new instances no concept drift occurred

A distribution difference between older and more recent instances indicates a change in the target concept

Measure the distribution inequality: If two distributions are equal, the entropy

measure results in a value of 1 If they are absolutely different the measure will

result in a value of 0 6

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CALCULATING ENTROPY ON DATA STREAMS

Sliding window technique: compares two windows, one presenting older and the other representing more recent instances in the stream Compare the two windows by counting and

comparing all instances with respect to their class and stream membership

Discretize the range of instance values to a fixed number of bins to take the approximate value distribution into account

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CALCULATING ENTROPY ON DATA STREAMS

A data stream: a sequence consisting of sequentially ordered tuples in time ti

i (1, 2, 3, …) := ( , li)

where is the vector of all feature stream instances sni

at time ti

The domain of the label stream l is discrete and contains all class values c C

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is

==============

id==============

id==============

is==============

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CALCULATING ENTROPY ON DATA STREAMS

Hi: the resulting entropy at time ti and is defined as the mean of all data stream entropies His at time ti

where

S: the number of feature-streams His is calculated from the entropies Hiscb

1

1 S

i i s

s

H HS

1 1

C B

i s i scb

c b

H H

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CALCULATING ENTROPY ON DATA STREAMS

Hiscb: represent the entropy of each class (c C) and bin (b B) given the stream s at time ti

Bins: discrete aggregation of the values of each feature stream s

: the probability that an instance occurs in the old window at time ti, belong to class c, with feature domain of stream s in bin b

wiscb: depend on i, s, c, b

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ALGORITHM CONTROL STRATEGY USING ENTROPY MEASURE

Instance selection style algorithm

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EXPERIMENTAL SETUP

Real concept drifts: changes in the actual target concepts

Virtual concept drifts: changes in the distribution

Generate synthetic data set: H. Wang, W. Fan, P. S. Yu, and J. Han. Mining

concept-drifting data streams using ensemble classifiers. In KDD ‘03: proceedings of the ninth ACM SIGKDD international conference on Knowledge discovery and data mining Real drift data set Virtual drift data set Mixed data set

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EXPERIMENTAL SETUP

Performance measure: Accuracy The area under the ROC-curve

A representative set of benchmarks: Perfect benchmark: assumes an oracle-given

ideal window size ξ for any point in time A selection of ensemble classifiers: the literature

so far showed to have the highest accuracy and robustness against noise

P. Vorburger and A. Bernstein. Entropy-based detection of real and virtual concept shifts. Working Paper – University of Zurich, Department of Informatics, 2006

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EXPERIMENTAL RESULTS

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EXPERIMENTAL RESULTS

The prediction quality against increasing noise levels

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EXPERIMENTAL RESULTS

Computational complexity Compare ensemble classifiers and the entropy

measure based algorithm Measure the elapsed time:

three committee classifiers: 2031.6±15s Entropy based algorithm: 148.6s Entropy calculation without Naïve Bayes model

building: 1.1±0.1s

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DISCUSSION OF THE EXPERIMENT

Entropy measure outperforms the ensemble benchmark algorithm on real concept shifts

Exhibit a greater predictive power while requiring less computational resources

The entropy measure based algorithm showed the nearly the same robustness towards noise as the perfect benchmark and the committee classifiers

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APPLICATION TO A REAL-WORLD PROBLEM: CONTEXT SWITCHES IN SENSOR DATA

Data set: Audio: decomposed into 10 features accelerometer data recorded over a time of

15381s: merged in one single feature The wearable data acquisition set up: a

microphone and three three-dimentional accelerometers attached on the subject’s shoulder, wrist, and leg

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APPLICATION TO A REAL-WORLD PROBLEM: CONTEXT SWITCHES IN SENSOR DATA

(A)walking (B)streetcar (C)office work (D)lecture (E)cafeteria (F)meeting

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LIMITATIONS, FUTURE WORK, AND CONCLUSION

Gradual concept drifts Find boundary conditions Recognize recurring concepts and exploit this

information Generalizability The choice of the suitable parameters could

be optimized

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LIMITATIONS, FUTURE WORK, AND CONCLUSION

Find a measure for detecting and measuring concept shifts as an analogue for context switches

Formulation of entropy on data streams is capable to detect and measure concept shifts

Algorithm with an entropy based instance selection strategy outperformed ensemble based algorithms on real concept shift data sets

Given algorithm robustness towards noise, its sensitivity towards concept shifts, its computational efficiency, and predictive power on real concept shift data sets

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