Entropy-based dynamic ensemble classication algorithm for imbalanced data stream with concept drift

Online imbalanced learning is an emerging topic that combines the challenges of class imbalance and concept drift. However, current works account for issues of class imbalance and concept drift. And only few works have considered these issues simultaneously. To this end, this paper proposes an entropy-based dynamic ensemble classification algorithm (EDAC) to consider data streams with class imbalance and concept drift simultaneously. First, to address the problem of imbalanced learning in training data chunks arriving at different times, EDAC adopts an entropy-based balanced strategy. It divides the data chunks into multiple balanced sample pairs based on the differences in the information entropy between classes in the sample data chunk. Additionally, we propose a density-based sampling method to improve the accuracy of classifying minority class samples into high quality samples and common samples via the density of similar samples. In this manner high quality and common samples are randomly selected for training the classifier. Finally, to solve the issue of concept drift, EDAC designs and implements an ensemble classifier that uses a self-feedback strategy to determine the initial weight of the classifier by adjusting the weight of the sub-classifier according to the performance on the arrived data chunks. The experimental results demonstrate that EDAC outperforms five state-of-the-art algorithms considering four synthetic and one real-world data streams.