Abstract

We propose a strategy for updating the learning rate parameter of online linear classifiers for streaming data with concept drift. The change in the learning rate is guided by the change in a running estimate of the classification error. In addition, we propose an online version of the standard linear discriminant classifier (O-LDC) in which the inverse of the common covariance matrix is updated using the Sherman-Morrison-Woodbury formula. The adaptive learning rate was applied to four online linear classifier models on generated and real streaming data with concept drift. O-LDC was found to be better than balanced Winnow, the perceptron and a recently proposed online linear discriminant analysis.

Keywords

Linear Discriminant Analysis Electricity Price Concept Drift Streaming Data Online Training 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2008

Authors and Affiliations

  • Ludmila I. Kuncheva
    • 1
  • Catrin O. Plumpton
    • 1
  1. 1.School of Computer ScienceBangor UniversityBangor GwyneddUK

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