Learning from Snapshots of Discrete and Continuous Data Streams

Neural Information Processing Systems 

Imagine a smart camera trap selectively clicking pictures to understand animal movement patterns within a particular habitat. These "snapshots", or pieces of data captured from a data stream at adaptively chosen times, provide a glimpse of different animal movements unfolding through time. Learning a continuoustime process through snapshots, such as smart camera traps, is a central theme governing a wide array of online learning situations. In this paper, we adopt a learning-theoretic perspective in understanding the fundamental nature of learning different classes of functions from both discrete data streams and continuous data streams. In our first framework, the update-and-deploy setting, a learning algorithm discretely queries from a process to update a predictor designed to make predictions given as input the data stream.