dc.contributor.author | Hammer, Hugo Lewi | |
dc.contributor.author | Yazidi, Anis | |
dc.contributor.author | Riegler, Michael | |
dc.contributor.author | Rue, Håvard | |
dc.date.accessioned | 2022-08-31T11:46:11Z | |
dc.date.available | 2022-08-31T11:46:11Z | |
dc.date.issued | 2022-04-14 | |
dc.description.abstract | Concept drift is a well-known issue that arises when working with data streams. In this paper, we present a procedure that
allows a quantile tracking procedure to cope with concept drift. We suggest using expected quantile loss, a popular loss
function in quantile regression, to monitor the quantile tracking error, which, in turn, is used to efficiently adapt to concept
drift. The suggested procedures adapt efficiently to concept drift, and the tracking performance is close to theoretically
optimal. The procedures were further applied to three real-life streaming data sets related to Twitter event detection, activity
recognition, and stock trading. The results show that the procedures are efficient at adapting to concept drift, thereby
documenting the real-world applicability of the procedures. We further used asymptotic theory from statistics to show the
appealing theoretical property that, if the data stream distribution is stationary over time, the procedures converge to the true
quantile. | en_US |
dc.identifier.citation | Hammer, Yazidi, Riegler, Rue. Efficient quantile tracking using an oracle. Applied intelligence (Boston). 2022 | en_US |
dc.identifier.cristinID | FRIDAID 2018553 | |
dc.identifier.doi | 10.1007/s10489-022-03489-1 | |
dc.identifier.issn | 0924-669X | |
dc.identifier.issn | 1573-7497 | |
dc.identifier.uri | https://hdl.handle.net/10037/26509 | |
dc.language.iso | eng | en_US |
dc.publisher | Springer Nature | en_US |
dc.relation.journal | Applied intelligence (Boston) | |
dc.rights.accessRights | openAccess | en_US |
dc.rights.holder | Copyright 2022 The Author(s) | en_US |
dc.title | Efficient quantile tracking using an oracle | en_US |
dc.type.version | publishedVersion | en_US |
dc.type | Journal article | en_US |
dc.type | Tidsskriftartikkel | en_US |
dc.type | Peer reviewed | en_US |