Multiple Classifiers Based Incremental Learning Algorithm for Learning in Nonstationary Environments

We describe an incremental learning algorithm designed to learn in challenging non-stationary environments, where the underlying data distribution that governs the classification problem changes at an unknown rate. The algorithm is based on a multiple classifier system that generates a new classifier every time a new dataset becomes available from the changing environment. We consider the particularly challenging form of this problem, where we assume that the previously generated data points are no longer available, even if some of those points may still be relevant in the new environment. The algorithm employs a strategic weighting mechanism to determine the error of each classifier on the current data distribution, and then combines the classifiers using a dynamically weighted majority voting. We describe the implementation details of algorithm, and track its performance as a function of the environment´s rate of change. We show that the algorithm is able to track the changing environment, even when the environment changes drastically over a short period of time.