Entropy 2013, 15(12), 5510-5535; doi:10.3390/e15125510

Information-Theoretic Data Discarding for Dynamic Trees on Data Streams

1,* email and 2email
Received: 9 August 2013; in revised form: 4 December 2013 / Accepted: 9 December 2013 / Published: 13 December 2013
(This article belongs to the Special Issue Big Data)
Download PDF [728 KB, uploaded 13 December 2013]
Abstract: Ubiquitous automated data collection at an unprecedented scale is making available streaming, real-time information flows in a wide variety of settings, transforming both science and industry. Learning algorithms deployed in such contexts often rely on single-pass inference, where the data history is never revisited. Learning may also need to be temporally adaptive to remain up-to-date against unforeseen changes in the data generating mechanism. Online Bayesian inference remains challenged by such transient, evolving data streams. Nonparametric modeling techniques can prove particularly ill-suited, as the complexity of the model is allowed to increase with the sample size. In this work, we take steps to overcome these challenges by porting information theoretic heuristics, such as exponential forgetting and active learning, into a fully Bayesian framework. We showcase our methods by augmenting a modern non-parametric modeling framework, dynamic trees, and illustrate its performance on a number of practical examples. The end product is a powerful streaming regression and classification tool, whose performance compares favorably to the state-of-the-art.
Keywords: regression and classification trees; dynamic trees; streaming data; massive data; online learning; active learning
This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Export to BibTeX |

MDPI and ACS Style

Anagnostopoulos, C.; Gramacy, R.B. Information-Theoretic Data Discarding for Dynamic Trees on Data Streams. Entropy 2013, 15, 5510-5535.

AMA Style

Anagnostopoulos C, Gramacy RB. Information-Theoretic Data Discarding for Dynamic Trees on Data Streams. Entropy. 2013; 15(12):5510-5535.

Chicago/Turabian Style

Anagnostopoulos, Christoforos; Gramacy, Robert B. 2013. "Information-Theoretic Data Discarding for Dynamic Trees on Data Streams." Entropy 15, no. 12: 5510-5535.

Entropy EISSN 1099-4300 Published by MDPI AG, Basel, Switzerland RSS E-Mail Table of Contents Alert