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Knowledge Discovery from Data Streams
book

Knowledge Discovery from Data Streams

by Joao Gama
May 2010
Intermediate to advanced content levelIntermediate to advanced
255 pages
8h 11m
English
Chapman and Hall/CRC
Content preview from Knowledge Discovery from Data Streams
Introduction to Data Streams 17
as follows:
m :=
2
1/|W
0
| + 1/|W
1
|
cut
:=
r
1
2m
· ln
4|W |
δ
.
where m is the harmonic mean of |W
0
| and |W
1
|.
Algorithm 1: The ADWIN Algorithm.
begin
Initialize Window W ;
foreach (t) > 0 do
W W ∪{x
t
} (i.e., add x
t
to the head of W );
repeat
Drop elements from the tail of W
until |ˆµ
W
0
ˆµ
W
1
| <
cut
holds for every split of W into
W = W
0
· W
1
Output ˆµ
W
end
The main technical result in Bifet and Gavald`a (2006, 2007) about the
performance of ADWIN is the following theorem, that provides bounds on the
rate of false positives and false negatives for ADWIN:
Theorem 2.2.4 With
cut
defined as above, at every time step we have:
1. (False positiv ...
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Publisher Resources

ISBN: 9781439826126