In such cases, re-training the model from scratch could be time-consuming.

Motivated by the above findings, we propose FedCCFA, a federated learning framework with classifier clustering and feature alignment.

Neural Information Processing Systems http://nips.cc/

Online updating of time series forecasting models aims to address the concept drifting problem by efficiently updating forecasting models based on streaming data. Many algorithms are designed for online time series forecasting, with some exploiting cross-variable dependency while others assume independence among variables. Given every data assumption has its own pros and cons in online time series modeling, we propose **On**line **e**nsembling **Net**work (**OneNet**). It dynamically updates and combines two models, with one focusing on modeling the dependency across the time dimension and the other on cross-variate dependency. Our method incorporates a reinforcement learning-based approach into the traditional online convex programming framework, allowing for the linear combination of the two models with dynamically adjusted weights. OneNet addresses the main shortcoming of classical online learning methods that tend to be slow in adapting to the concept drift. Empirical results show that OneNet reduces online forecasting error by more than $\mathbf{50}\\%$ compared to the State-Of-The-Art (SOTA) method.

Data heterogeneity is one of the key challenges in federated learning, and many efforts have been devoted to tackling this problem. However, distributed concept drift with data heterogeneity, where clients may additionally experience different concept drifts, is a largely unexplored area. In this work, we focus on real drift, where the conditional distribution $P(\mathcal{Y}|\mathcal{X})$ changes. We first study how distributed concept drift affects the model training and find that local classifier plays a critical role in drift adaptation. Moreover, to address data heterogeneity, we study the feature alignment under distributed concept drift, and find two factors that are crucial for feature alignment: the conditional distribution $P(\mathcal{Y}|\mathcal{X})$ and the degree of data heterogeneity. Motivated by the above findings, we propose FedCCFA, a federated learning framework with classifier clustering and feature alignment. To enhance collaboration under distributed concept drift, FedCCFA clusters local classifiers at class-level and generates clustered feature anchors according to the clustering results. Assisted by these anchors, FedCCFA adaptively aligns clients' feature spaces based on the entropy of label distribution $P(\mathcal{Y})$, alleviating the inconsistency in feature space. Our results demonstrate that FedCCFA significantly outperforms existing methods under various concept drift settings.

Transfer Learning (TL) is currently the most effective approach for modeling building thermal dynamics when only limited data are available. TL uses a pretrained model that is fine-tuned to a specific target building. However, it remains unclear how to proceed after initial fine-tuning, as more operational measurement data are collected over time. This challenge becomes even more complex when the dynamics of the building change, for example, after a retrofit or a change in occupancy. In Machine Learning literature, Continual Learning (CL) methods are used to update models of changing systems. TL approaches can also address this challenge by reusing the pretrained model at each update step and fine-tuning it with new measurement data. A comprehensive study on how to incorporate new measurement data over time to improve prediction accuracy and address the challenges of concept drifts (changes in dynamics) for building thermal dynamics is still missing. Therefore, this study compares several CL and TL strategies, as well as a model trained from scratch, for thermal dynamics modeling during building operation. The methods are evaluated using 5--7 years of simulated data representative of single-family houses in Central Europe, including scenarios with concept drifts from retrofits and changes in occupancy. We propose a CL strategy (Seasonal Memory Learning) that provides greater accuracy improvements than existing CL and TL methods, while maintaining low computational effort. SML outperformed the benchmark of initial fine-tuning by 28.1\% without concept drifts and 34.9\% with concept drifts.

Real-world datasets often exhibit temporal dynamics characterized by evolving data distributions. Disregarding this phenomenon, commonly referred to as concept drift, can significantly diminish a model's predictive accuracy. Furthermore, the presence of hyperparameters in online models exacerbates this issue. These parameters are typically fixed and cannot be dynamically adjusted by the user in response to the evolving data distribution. Gaussian Process (GP) models offer powerful non-parametric regression capabilities with uncertainty quantification, making them ideal for modeling complex data relationships in an online setting. However, conventional online GP methods face several critical limitations, including a lack of drift-awareness, reliance on fixed hyperparameters, vulnerability to data snooping, absence of a principled decay mechanism, and memory inefficiencies. In response, we propose DAO-GP (Drift-Aware Online Gaussian Process), a novel, fully adaptive, hyperparameter-free, decayed, and sparse non-linear regression model. DAO-GP features a built-in drift detection and adaptation mechanism that dynamically adjusts model behavior based on the severity of drift. Extensive empirical evaluations confirm DAO-GP's robustness across stationary conditions, diverse drift types (abrupt, incremental, gradual), and varied data characteristics. Analyses demonstrate its dynamic adaptation, efficient in-memory and decay-based management, and evolving inducing points. Compared with state-of-the-art parametric and non-parametric models, DAO-GP consistently achieves superior or competitive performance, establishing it as a drift-resilient solution for online non-linear regression.