arXiv subjects

Kleanthis Malialis

Publications and source records attributed to Kleanthis Malialis.

29 records · Page 2Linked to original sources

arXiv2023

Autoencoder-based Anomaly Detection in Streaming Data with Incremental Learning and Concept Drift Adaptation

In our digital universe nowadays, enormous amount of data are produced in a streaming manner in a variety of application areas. These data are often unlabelled. In this case, identifying infrequent events, such as anomalies, poses a great challenge. This problem becomes even more difficult in non-stationary environments, which can cause deterioration of the predictive performance of a model. To address the above challenges, the paper proposes an autoencoder-based incremental learning method with drift detection (strAEm++DD). Our proposed method strAEm++DD leverages on the advantages of both incremental learning and drift detection. We conduct an experimental study using real-world and synthetic datasets with severe or extreme class imbalance, and provide an empirical analysis of strAEm++DD. We further conduct a comparative study, showing that the proposed method significantly outperforms existing baseline and advanced methods.

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arXiv2022

Data augmentation on-the-fly and active learning in data stream classification

There is an emerging need for predictive models to be trained on-the-fly, since in numerous machine learning applications data are arriving in an online fashion. A critical challenge encountered is that of limited availability of ground truth information (e.g., labels in classification tasks) as new data are observed one-by-one online, while another significant challenge is that of class imbalance. This work introduces the novel Augmented Queues method, which addresses the dual-problem by combining in a synergistic manner online active learning, data augmentation, and a multi-queue memory to maintain separate and balanced queues for each class. We perform an extensive experimental study using image and time-series augmentations, in which we examine the roles of the active learning budget, memory size, imbalance level, and neural network type. We demonstrate two major advantages of Augmented Queues. First, it does not reserve additional memory space as the generation of synthetic data occurs only at training times. Second, learning models have access to more labelled data without the need to increase the active learning budget and / or the original memory size. Learning on-the-fly poses major challenges which, typically, hinder the deployment of learning models. Augmented Queues significantly improves the performance in terms of learning quality and speed. Our code is made publicly available.

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arXiv2022

A Hybrid Active-Passive Approach to Imbalanced Nonstationary Data Stream Classification

In real-world applications, the process generating the data might suffer from nonstationary effects (e.g., due to seasonality, faults affecting sensors or actuators, and changes in the users' behaviour). These changes, often called concept drift, might induce severe (potentially catastrophic) impacts on trained learning models that become obsolete over time, and inadequate to solve the task at hand. Learning in presence of concept drift aims at designing machine and deep learning models that are able to track and adapt to concept drift. Typically, techniques to handle concept drift are either active or passive, and traditionally, these have been considered to be mutually exclusive. Active techniques use an explicit drift detection mechanism, and re-train the learning algorithm when concept drift is detected. Passive techniques use an implicit method to deal with drift, and continually update the model using incremental learning. Differently from what present in the literature, we propose a hybrid alternative which merges the two approaches, hence, leveraging on their advantages. The proposed method called Hybrid-Adaptive REBAlancing (HAREBA) significantly outperforms strong baselines and state-of-the-art methods in terms of learning quality and speed; we experiment how it is effective under severe class imbalance levels too.

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arXiv2022

Nonstationary data stream classification with online active learning and siamese neural networks

We have witnessed in recent years an ever-growing volume of information becoming available in a streaming manner in various application areas. As a result, there is an emerging need for online learning methods that train predictive models on-the-fly. A series of open challenges, however, hinder their deployment in practice. These are, learning as data arrive in real-time one-by-one, learning from data with limited ground truth information, learning from nonstationary data, and learning from severely imbalanced data, while occupying a limited amount of memory for data storage. We propose the ActiSiamese algorithm, which addresses these challenges by combining online active learning, siamese networks, and a multi-queue memory. It develops a new density-based active learning strategy which considers similarity in the latent (rather than the input) space. We conduct an extensive study that compares the role of different active learning budgets and strategies, the performance with/without memory, the performance with/without ensembling, in both synthetic and real-world datasets, under different data nonstationarity characteristics and class imbalance levels. ActiSiamese outperforms baseline and state-of-the-art algorithms, and is effective under severe imbalance, even only when a fraction of the arriving instances' labels is available. We publicly release our code to the community.

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arXiv2022

A Multi-label Time Series Classification Approach for Non-intrusive Water End-Use Monitoring

Numerous real-world problems from a diverse set of application areas exist that exhibit temporal dependencies. We focus on a specific type of time series classification which we refer to as aggregated time series classification. We consider an aggregated sequence of a multi-variate time series, and propose a methodology to make predictions based solely on the aggregated information. As a case study, we apply our methodology to the challenging problem of household water end-use dissagregation when using non-intrusive water monitoring. Our methodology does not require a-priori identification of events, and to our knowledge, it is considered for the first time. We conduct an extensive experimental study using a residential water-use simulator, involving different machine learning classifiers, multi-label classification methods, and successfully demonstrate the effectiveness of our methodology.

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arXiv2020

Data-efficient Online Classification with Siamese Networks and Active Learning

An ever increasing volume of data is nowadays becoming available in a streaming manner in many application areas, such as, in critical infrastructure systems, finance and banking, security and crime and web analytics. To meet this new demand, predictive models need to be built online where learning occurs on-the-fly. Online learning poses important challenges that affect the deployment of online classification systems to real-life problems. In this paper we investigate learning from limited labelled, nonstationary and imbalanced data in online classification. We propose a learning method that synergistically combines siamese neural networks and active learning. The proposed method uses a multi-sliding window approach to store data, and maintains separate and balanced queues for each class. Our study shows that the proposed method is robust to data nonstationarity and imbalance, and significantly outperforms baselines and state-of-the-art algorithms in terms of both learning speed and performance. Importantly, it is effective even when only 1% of the labels of the arriving instances are available.

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arXiv2020

Online Learning With Adaptive Rebalancing in Nonstationary Environments

An enormous and ever-growing volume of data is nowadays becoming available in a sequential fashion in various real-world applications. Learning in nonstationary environments constitutes a major challenge, and this problem becomes orders of magnitude more complex in the presence of class imbalance. We provide new insights into learning from nonstationary and imbalanced data in online learning, a largely unexplored area. We propose the novel Adaptive REBAlancing (AREBA) algorithm that selectively includes in the training set a subset of the majority and minority examples that appeared so far, while at its heart lies an adaptive mechanism to continually maintain the class balance between the selected examples. We compare AREBA with strong baselines and other state-of-the-art algorithms and perform extensive experimental work in scenarios with various class imbalance rates and different concept drift types on both synthetic and real-world data. AREBA significantly outperforms the rest with respect to both learning speed and learning quality. Our code is made publicly available to the scientific community.

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arXiv2019

Queue-based Resampling for Online Class Imbalance Learning

Online class imbalance learning constitutes a new problem and an emerging research topic that focusses on the challenges of online learning under class imbalance and concept drift. Class imbalance deals with data streams that have very skewed distributions while concept drift deals with changes in the class imbalance status. Little work exists that addresses these challenges and in this paper we introduce queue-based resampling, a novel algorithm that successfully addresses the co-existence of class imbalance and concept drift. The central idea of the proposed resampling algorithm is to selectively include in the training set a subset of the examples that appeared in the past. Results on two popular benchmark datasets demonstrate the effectiveness of queue-based resampling over state-of-the-art methods in terms of learning speed and quality.

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arXiv2019

Resource Abstraction for Reinforcement Learning in Multiagent Congestion Problems

Real-world congestion problems (e.g. traffic congestion) are typically very complex and large-scale. Multiagent reinforcement learning (MARL) is a promising candidate for dealing with this emerging complexity by providing an autonomous and distributed solution to these problems. However, there are three limiting factors that affect the deployability of MARL approaches to congestion problems. These are learning time, scalability and decentralised coordination i.e. no communication between the learning agents. In this paper we introduce Resource Abstraction, an approach that addresses these challenges by allocating the available resources into abstract groups. This abstraction creates new reward functions that provide a more informative signal to the learning agents and aid the coordination amongst them. Experimental work is conducted on two benchmark domains from the literature, an abstract congestion problem and a realistic traffic congestion problem. The current state-of-the-art for solving multiagent congestion problems is a form of reward shaping called difference rewards. We show that the system using Resource Abstraction significantly improves the learning speed and scalability, and achieves the highest possible or near-highest joint performance/social welfare for both congestion problems in large-scale scenarios involving up to 1000 reinforcement learning agents.

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arXiv2017

Real-Time Bidding by Reinforcement Learning in Display Advertising

The majority of online display ads are served through real-time bidding (RTB) --- each ad display impression is auctioned off in real-time when it is just being generated from a user visit. To place an ad automatically and optimally, it is critical for advertisers to devise a learning algorithm to cleverly bid an ad impression in real-time. Most previous works consider the bid decision as a static optimization problem of either treating the value of each impression independently or setting a bid price to each segment of ad volume. However, the bidding for a given ad campaign would repeatedly happen during its life span before the budget runs out. As such, each bid is strategically correlated by the constrained budget and the overall effectiveness of the campaign (e.g., the rewards from generated clicks), which is only observed after the campaign has completed. Thus, it is of great interest to devise an optimal bidding strategy sequentially so that the campaign budget can be dynamically allocated across all the available impressions on the basis of both the immediate and future rewards. In this paper, we formulate the bid decision process as a reinforcement learning problem, where the state space is represented by the auction information and the campaign's real-time parameters, while an action is the bid price to set. By modeling the state transition via auction competition, we build a Markov Decision Process framework for learning the optimal bidding policy to optimize the advertising performance in the dynamic real-time bidding environment. Furthermore, the scalability problem from the large real-world auction volume and campaign budget is well handled by state value approximation using neural networks.

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arXiv2016

Feature Selection as a Multiagent Coordination Problem

Datasets with hundreds to tens of thousands features is the new norm. Feature selection constitutes a central problem in machine learning, where the aim is to derive a representative set of features from which to construct a classification (or prediction) model for a specific task. Our experimental study involves microarray gene expression datasets, these are high-dimensional and noisy datasets that contain genetic data typically used for distinguishing between benign or malicious tissues or classifying different types of cancer. In this paper, we formulate feature selection as a multiagent coordination problem and propose a novel feature selection method using multiagent reinforcement learning. The central idea of the proposed approach is to "assign" a reinforcement learning agent to each feature where each agent learns to control a single feature, we refer to this approach as MARL. Applying this to microarray datasets creates an enormous multiagent coordination problem between thousands of learning agents. To address the scalability challenge we apply a form of reward shaping called CLEAN rewards. We compare in total nine feature selection methods, including state-of-the-art methods, and show that the proposed method using CLEAN rewards can significantly scale-up, thus outperforming the rest of learning-based methods. We further show that a hybrid variant of MARL achieves the best overall performance.

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