Auxiliary Network: Scalable and agile online learning for dynamic system with inconsistently available inputs

Abstract

Streaming classification methods assume the number of input features is fixed and always received. But in many real-world scenarios, some features are reliable while others are unreliable or inconsistent. We propose a novel online deep learning-based model called Auxiliary Network (Aux-Net), which is scalable and agile and can handle any number of inputs at each time instance. The Aux-Net model is based on the hedging algorithm and online gradient descent. It employs a model of varying depth in an online setting using single pass learning. Aux-Net is a foundational work towards scalable neural network for a dynamic complex environment dealing ad hoc or inconsistent inputs. The efficacy of Aux-Net is shown on the Italy Power Demand dataset.