Change Detection in High Dimensional Data Streams
|Termin||Fr 17. September 2021|
|Kurzfassung||The data collected in many real-world scenarios such as environmental analysis, manufacturing, and e-commerce are high-dimensional and come as a stream, i.e., data properties evolve over time – a phenomenon known as "concept drift". This brings numerous challenges: data-driven models become outdated, and one is typically interested in detecting specific events, e.g., the critical wear and tear of industrial machines. Hence, it is crucial to detect change, i.e., concept drift, to design a reliable and adaptive predictive system for streaming data. However, existing techniques can only detect "when" a drift occurs and neglect the fact that various drifts may occur in different dimensions, i.e., they do not detect "where" a drift occurs. This is particularly problematic when data streams are high-dimensional.
The goal of this Master’s thesis is to develop and evaluate a framework to efficiently and effectively detect “when” and “where” concept drift occurs in high-dimensional data streams. We introduce stream autoencoder windowing (SAW), an approach based on the online training of an autoencoder, while monitoring its reconstruction error via a sliding window of adaptive size. We will evaluate the performance of our method against synthetic data, in which the characteristics of drifts are known. We then show how our method improves the accuracy of existing classifiers for predictive systems compared to benchmarks on real data streams.