A unified framework for sparse online learning

• Main Authors: ZHAO, Peilin, WONG, Dayong, WU, Pengcheng, HOI, Steven C. H.
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2020
• Subjects: Online learning; sparse learning; classification; cost-sensitive learning; Databases and Information Systems; Data Science; Numerical Analysis and Scientific Computing
• Online Access: https://ink.library.smu.edu.sg/sis_research/5957; https://ink.library.smu.edu.sg/context/sis_research/article/6960/viewcontent/UnitedFrameworkSOL_2020_av.pdf
• Institution: Singapore Management University

The amount of data in our society has been exploding in the era of big data. This article aims to address several open challenges in big data stream classification. Many existing studies in data mining literature follow the batch learning setting, which suffers from low efficiency and poor scalability. To tackle these challenges, we investigate a unified online learning framework for the big data stream classification task. Different from the existing online data stream classification techniques, we propose a unified Sparse Online Classification (SOC) framework. Based on SOC, we derive a second-order online learning algorithm and a cost-sensitive sparse online learning algorithm, which could successfully handle online anomaly detection tasks with the extremely unbalanced class distribution. As the performance evaluation, we analyze the theoretical bounds of the proposed algorithms and conduct an extensive set of experiments. The encouraging experimental results demonstrate the efficacy of the proposed algorithms over the state-of-the-art techniques on multiple data stream classification tasks.