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 prequential evaluation


Modelling the COVID-19 virus evolution with Incremental Machine Learning

Suárez-Cetrulo, Andrés L., Kumar, Ankit, Miralles-Pechuán, Luis

arXiv.org Machine Learning

The investment of time and resources for better strategies and methodologies to tackle a potential pandemic is key to deal with potential outbreaks of new variants or other viruses in the future. In this work, we recreated the scene of a year ago, 2020, when the pandemic erupted across the world for the fifty countries with more COVID-19 cases reported. We performed some experiments in which we compare state-of-the-art machine learning algorithms, such as LSTM, against online incremental machine learning algorithms to adapt them to the daily changes in the spread of the disease and predict future COVID-19 cases. To compare the methods, we performed three experiments: In the first one, we trained the models using only data from the country we predicted. In the second one, we use data from all fifty countries to train and predict each of them. In the first and second experiment, we used a static hold-out approach for all methods. In the third experiment, we trained the incremental methods sequentially, using a prequential evaluation. This scheme is not suitable for most state-of-the-art machine learning algorithms because they need to be retrained from scratch for every batch of predictions, causing a computational burden. Results show that incremental methods are a promising approach to adapt to changes of the disease over time; they are always up to date with the last state of the data distribution, and they have a significantly lower computational cost than other techniques such as LSTMs.


Rebalancing Learning on Evolving Data Streams

Bernardo, Alessio, Della Valle, Emanuele, Bifet, Albert

arXiv.org Machine Learning

Albert Bifet University of W aikato, New Zealand LTCI, T el ecom ParisT ech, France abifet@waikato.ac.nz Abstract --Nowadays, every device connected to the Internet generates an ever-growing stream of data (formally, unbounded). Machine Learning on unbounded data streams is a grand challenge due to its resource constraints. In fact, standard machine learning techniques are not able to deal with data whose statistics is subject to gradual or sudden changes without any warning. Massive Online Analysis (MOA) is the collective name, as well as a software library, for new learners that are able to manage data streams. In this paper, we present a research study on streaming rebalancing. Indeed, data streams can be imbalanced as static data, but there is not a method to rebalance them incrementally, one element at a time. For this reason we propose a new streaming approach able to rebalance data streams online. Our new methodology is evaluated against some synthetically generated datasets using prequential evaluation in order to demonstrate that it outperforms the existing approaches.