Concept drift

In predictive analytics and machine learning, the concept drift means that the statistical properties of the target variable, which the model is trying to predict, change over time in unforeseen ways. This causes problems because the predictions become less accurate as the times passes.

The term concept refers to the quantity you are looking to predict. More generally, it can also refer to other phenomena of interest besides the target concept, such as an input, but, in the context of concept drift, the term commonly refers to the target variable.

Examples

In a fraud detection application the target concept may be a binary attribute FRAUDULENT with values "yes" or "no" that indicates whether a given transaction is fraudulent. Or, in a weather prediction application, there may be several target concepts such as TEMPERATURE, PRESSURE, and HUMIDITY.

The behavior of the customers in an online shop may change over time. Let's say you want to predict weekly merchandise sales, and you have developed a predictive model that works to your satisfaction. The model may use inputs such as the amount of money spent on advertising, promotions you are running, and other metrics that may affect sales. What you are likely to experience is that the model will become less and less accurate over time - you will be a victim of concept drift. In the merchandise sales application, one reason for concept drift may be seasonality, which means that shopping behavior changes seasonally. You will likely have higher sales in the winter holiday season than during the summer.

Possible remedies

To prevent deterioration in prediction accuracy over time the model has to be refreshed periodically. One approach is to retrain the model using only the most recently observed samples (Widmer and Kubat, 1996). Another approach is to add new inputs which may be better at explaining the causes of the concept drift. For our sales prediction application you may be able to reduce concept drift by adding information about the season to your model. By providing information about the time of the year you will likely reduce rate of deterioration of your model, but you likely will never be able to prevent concept drift altogether. This is because actual shopping behavior does not follow any static, finite model. New factors may arise at any time that influence shopping behavior, the influence of the known factors or their interactions may change.

Concept drift cannot be avoided if you are looking to predict a complex phenomenon that is not governed by fixed laws of nature. All processes that arise from human activity, such as socioeconomic processes, and biological processes are likely to experience concept drift. Therefore, periodic retraining, also known as refreshing of your model is inescapable.

Software

RapidMiner (RapidMiner, formerly YALE (Yet Another Learning Environment)): free open-source software for knowledge discovery, data mining, and machine learning also featuring data stream mining, learning time-varying concepts, and tracking drifting concept (if used in combination with its data stream mining plugin (formerly: concept drift plugin))
EDDM (EDDM (Early Drift Detection Method)): free open-source implementation of drift detection methods in Weka (machine learning).

Benchmark datasets

Real

Elec2, electricity demand, 2 classes, 45312 instances. Reference: M.Harries, Splice-2 comparative evaluation: Electricity pricing, Technical report, The University of South Wales, 1999. Download from J.Gama webpage.
Text mining, a collection of text mining datasets with concept drift, maintained by I.Katakis. Download

Artificial

STAGGER, J.C.Schlimmer, R.H.Granger, Incremental Learning from Noisy Data, Mach. Learn., vol.1, no.3, 1986.
SEA concepts, N.W.Street, Y.Kim, A streaming ensemble algorithm (SEA) for large-scale classification, KDD'01: Proceedings of the seventh ACM SIGKDD international conference on Knowledge discovery and data mining, 2001. Download from J.Gama webpage.
A toolbox, A.Narasimhamurthy, L.I.Kuncheva, A framework for generating data to simulate changing environments, Proc. IASTED, Artificial Intelligence and Applications, Innsbruck, Austria, 2007. Access.

Data generation frameworks

Lindstrom P, SJ Delany & B MacNamee (2008) Autopilot: Simulating Changing Concepts in Real Data In: Proceedings of the 19th Irish Conference on Artificial Intelligence & Cognitive Science, D Bridge, K Brown, B O'Sullivan & H Sorensen (eds.)

p272-263 PDF

Narasimhamurthy A., L.I. Kuncheva, A framework for generating data to simulate changing environments, Proc. IASTED, Artificial Intelligence and Applications, Innsbruck, Austria, 2007, 384-389 PDF

Researchers working on concept drift problems

Albert Bifet, Universitat Politècnica de Catalunya
Gladys Castillo, University of Aveiro, Portugal
Joao Gama, University of Porto, Portugal
Raúl Fidalgo, University of Málaga, Spain
Ioannis Katakis, Aristotle University of Thessaloniki, Greece
Ralf Klinkenberg, University of Dortmund, Germany
Ivan Koychev, Institute of Mathematics and Informatics, Bulgarian Academy of Science
Miroslav Kubat, University of Miami, USA
Ludmila Kuncheva, University of Wales, Bangor, UK
Mark Maloof, Georgetown University, USA
Olfa Nasraoui, University of Louisville, USA
Kyosuke Nishida, Hokkaido University, Japan
Mykola Pechenizkiy, Eindhoven University of Technology, the Netherlands
Robi Polikar, Rowan University, Glassboro, NJ, USA
Gerhard Widmer, Johannes Kepler University (JKU) Linz, Austria
Indre Zliobaite, Vilnius University, Lithuania

Bibliographic references

Reviews

Kuncheva L.I. Classifier ensembles for detecting concept change in streaming data: Overview and perspectives, Proc. 2nd Workshop SUEMA 2008 (ECAI 2008), Patras, Greece, 2008, 5-10, PDF
Gaber, M, M., Zaslavsky, A., and Krishnaswamy, S., Mining Data Streams: A Review, in ACM SIGMOD Record, Vol. 34, No. 1, June 2005, ISSN: 0163-5808
Tsymbal, A., The problem of concept drift: Definitions and related work. Technical Report. 2004, Department of Computer Science, Trinity College: Dublin, Ireland. PDF
Kuncheva L.I., Classifier ensembles for changing environments, Proceedings 5th International Workshop on Multiple Classifier Systems, MCS2004, Cagliari, Italy, in F. Roli, J. Kittler and T. Windeatt (Eds.), Lecture Notes in Computer Science, Vol 3077, 2004, 1-15, PDF.

Other

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Harries M. B., Sammut C., Horn K. Extracting Hidden Context, Machine Learning 32, 1998, pp. 101-126.
Klinkenberg, Ralf: Learning Drifting Concepts: Example Selection vs. Example Weighting. In Intelligent Data Analysis (IDA), Special Issue on Incremental Learning Systems Capable of Dealing with Concept Drift, Vol. 8, No. 3, pages 281--300, 2004.
Klinkenberg, Ralf. Predicting Phases in Business Cycles Under Concept Drift. In Hotho, Andreas and Stumme, Gerd (editors), Proceedings of LLWA-2003 / FGML-2003, pages 3--10, Karlsruhe, Germany, 2003.
Klinkenberg, Ralf and Rüping, Stefan: Concept Drift and the Importance of Examples. In Franke, Jürgen and Nakhaeizadeh, Gholamreza and Renz, Ingrid (editors), Text Mining -- Theoretical Aspects and Applications, pages 55--77, Berlin, Germany, Physica-Verlag, 2003.
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