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A benchmark and survey of fully unsupervised concept drift detectors on real-world data streams

Abstract

Fully unsupervised concept drift detectors detected substantial changes in the patterns encoded in data streams by observing the feature space only. If left unaddressed, these changes could render other models deployed on the data stream unreliable. This repository contains multiple fully unsupervised concept drift detectors, a workflow to test various configurations of these detectors on real-world data streams from the literature and the raw results from our experiments. The results of this study are fully reproducible with this repository, following the steps outlined below.

The implemented concept drift detectors are:

  • Bayesian Non-parametric Detection Method (BNDM) [doi]
  • Clustered Statistical test Drift Detection Method (CSDDM) [url]
  • Discriminative Drift Detector (D3) [doi]
  • Ensemble Drift detection with Feature Subspaces (EDFS) [doi]
  • Image-Based Drift Detector (IBDD) [doi]
  • Nearest Neighbor-based Density Variation Identification (NN-DVI) [doi]
  • One-Class Drift Detector (OCDD) [doi]
  • Semi-Parametric Log Likelihood (SPLL) [doi]
  • Unsupervised Concept Drift Detection (UCDD) [doi]
  • Unsupervised Change Detection for Activity Recognition (UDetect) [doi]

Experiment results show that you should use:

  • CSDDM, D3 and SPLL according to lift-per-drift
  • IBDD and many of the other detectors according to accuracy, depending on the data stream
  • D3 and SPLL according to MTR Each detector's corresponding publication is listed in the respective detector's file, found in the folder detectors.

The corresponding paper is published in The International Journal of Data Science and Analytics. If you use components from this repository, please cite this work as:

@article{lukats2024,
	title = {A benchmark and survey of fully unsupervised concept drift detectors on real-world data streams},
	issn = {2364-4168},
	doi = {10.1007/s41060-024-00620-y},
	journal = {International Journal of Data Science and Analytics},
	author = {Lukats, Daniel and Zielinski, Oliver and Hahn, Axel and Stahl, Frederic},
	month = aug,
	year = {2024},
}

If you use a concept drift detector, please cite the corresponding publication of the respective authors as well.

Install

To install the required dependencies and data sets, follow these steps. This study is implemented in Python 3.8. If you do not intend to reproduce any experiments, you may skip steps 2 and 3.

  1. Install dependencies, e.g., pip install -r requirements.txt
  2. Download the data sets from the USP DS Repository and extract them in datasets/files. Note that the archive is encrypted. Souza et al. provide the password in the corresponding publication titled Challenges in Benchmarking Stream Learning Algorithms with Real-world Data [doi].
  3. Verify that the data sets are located in datasets/files, e.g., datasets/files/outdoor.arff.
  4. Execute python convert_datasets.py to convert the data sets to CSV and convert the class labels to pandas-readable characters.
  5. Test by executing python -m unittest discover -s test -t ..

Execute

If you wish to reproduce our experiments, follow all installation steps above. Then, execute python main.py <your_experiment_name>. The results will be saved in results/<data stream>/<detector>_<your_experiment_name>.csv. You may provide the number of threads to use by setting OMP_NUM_THREADS: OMP_NUM_THREADS=8 python main.py full-test. config.py contains the full configuration used in our experiments. Note that repeating all experiments may take several months, depending on your hardware.

If you want to create the results data the figures and tables are based on, execute python eval.py. Several directories labeled results_best, results_summarized etc. will be created and filled with data. They provide the following content in order of creation by eval.py:

  • results contains the raw experiment logs (not created during evaluation)
  • results_no_detections contains all configurations that failed to detect any concept drift
  • results_periodic contains all configurations that detected periodic, i.e., every n time steps
  • results_figures contains all figures as .eps files. If you wish to view the figures directly, set show=True at the top of eval.py.
  • results_clean contains filtered experiment results, that contain no lines featuring periodic detection or no detection at all
  • results_summarized contains aggregated experiment results containing the mean and std of all recorded metrics (based on clean results)
  • results_best contains the peak results in terms of accuracy and lift-per-drift for each detector (based on summarized results)

Funding

This study was conducted in the project Change Event based Sensor Sampling (ChESS) at the department for Marine Perception at the German Research Center for Artificial Intelligence. ChESS was funded by the Volkswagen Stiftung (Volkswagen Foundation) and Niedersächsisches Ministerium für Wissenschaft und Kultur (Lower Saxony's Ministry for Science and Culture) under Niedersächsisches Vorab (grant number ZN3683).