Van Rijn, J. N., Holmes, G., Pfahringer, B., & Vanschoren, J. (2014). Towards Meta-learning over Data Streams. In Proc International Workshop on Meta-learning and Algorithm Selection (Vol. Vol-1201, pp. 37–38). CEUR Workshop Proceedings: CEUR-WS.
Permanent Research Commons link: http://hdl.handle.net/10289/9302
Modern society produces vast streams of data. Many stream mining algorithms have been developed to capture general trends in these streams, and make predictions for future observations, but relatively little is known about which algorithms perform particularly well on which kinds of data. Moreover, it is possible that the characteristics of the data change over time, and thus that a different algorithm should be recommended at various points in time. Figure 1 illustrates this. As such, we are dealing with the Algorithm Selection Problem  in a data stream setting. Based on measurable meta-features from a window of observations from a data stream, a meta-algorithm is built that predicts the best classifier for the next window. Our results show that this meta-algorithm is competitive with state-of-the art data streaming ensembles, such as OzaBag , OzaBoost  and Leveraged Bagging .
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