Reinforcement Online Active Learning Ensemble for Drifting Imbalanced Data Streams

Applications challenged by the joint problem of concept drift and class imbalance are attracting increasing research interest. This paper proposes a novel Reinforcement Online Active Learning Ensemble for Drifting Imbalanced data stream (ROALE-DI). The ensemble classifier has a long-term stable classifier and a dynamic classifier group which applies a reinforcement mechanism to increases the weight of the dynamic classifiers, which perform better on the minority class, and decreases the weight of the opposite. When the data stream is class imbalanced, the classifiers will lack the training samples of the minority class. To supply training samples, when creating a new classifier, the labeled instances buffer is used to provide instances of the minority class. Then, a hybrid labeling strategy that combines the uncertainty strategy and imbalance strategy is proposed to define whether to obtain the real label of an instance. An experimental evaluation compares the classification performance of the proposed method with semi-supervised and supervised algorithms on both real-world and synthetic data streams. The results show that the ROALE-DI achieves higher Area Under the ROC Curve (AUC) and accuracy values with even fewer real labels, and the labeling cost dynamically adjusts according to the concept drift and class imbalance ratio.