Tree-based methods for online multi-target regression

Abstract

Methods that address the task of multi-target regression on data streams are relatively weakly represented in the current literature. We present several different approaches to learning trees and ensembles of trees for multi-target regression based on the Hoeffding bound. First, we introduce a local method, which learns multiple single-target trees to produce multiple predictions, which are then aggregated into a multi-target prediction. We follow with a tree-based method (iSOUP-Tree) which learns trees that predict all of the targets at once. We then introduce iSOUP-OptionTree, which extends iSOUP-Tree through the use of option nodes. We continue with ensemble methods, and describe the use of iSOUP-Tree as a base learner in the online bagging and online random forest ensemble approaches. We describe an evaluation scenario, and present and discuss the results of the described methods, most notably in terms of predictive performance and the use of computational resources. Finally, we present two case studies where we evaluate the introduced methods in terms of their efficiency and viability of application to real world domains.

http://ift.tt/2pGP7IC