Discounted expert weighting for concept drift

@article{Ditzler2013DiscountedEW,
  title={Discounted expert weighting for concept drift},
  author={Gregory Ditzler and Gail L. Rosen and Robi Polikar},
  journal={2013 IEEE Symposium on Computational Intelligence in Dynamic and Uncertain Environments (CIDUE)},
  year={2013},
  pages={61-67}
}
Multiple expert systems (MES) have been widely used in machine learning because of their inherent ability to decrease variance and improve generalization performance by receiving advice from more than one expert. However, a typical MES explicitly assumes that training and testing data are independent and identically distributed (iid), which, unfortunately, is often violated in practice when the probability distribution generating the data changes with time. One of the key aspects of any MES… CONTINUE READING
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