An Algorithm-Centered Approach To Model Streaming Data

Abstract

Besides the classical offline setup of machine learning, stream learning constitutes a well-established setup where data arrives over time in potentially non-stationary environments. Concept drift, the phenomenon that the underlying distribution changes over time poses a significant challenge. Yet, despite high practical relevance, there is little to no foundational theory for learning in the drifting setup comparable to classical statistical learning theory in the offline setting. This can be attributed to the lack of an underlying object comparable to a probability distribution as in the classical setup. While there exist approaches to transfer ideas to the streaming setup, these start from a data perspective rather than an algorithmic one. In this work, we suggest a new model of data over time that is aimed at the algorithm's perspective. Instead of defining the setup using time points, we utilize a window-based approach that resembles the inner workings of most stream learning algorithms. We compare our framework to others from the literature on a theoretical basis, showing that in many cases both model the same situation. Furthermore, we perform a numerical evaluation and showcase an application in the domain of critical infrastructure.