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We introduce a modeling framework for the investigation of on-line machine learning processes in non-stationary environments. We exemplify the approach in terms of two specific model situations: In the first, we consider the learning of a classification scheme from clustered data by means of prototype-based Learning Vector Quantization (LVQ). In the second, we study the training of layered neural networks with sigmoidal activations for the purpose of regression. In both cases, the target, i.e., the classification or regression scheme, is considered to change continuously while the system is trained from a stream of labeled data. We extend and apply methods borrowed from statistical physics which have been used frequently for the exact description of training dynamics in stationary environments. Extensions of the approach allow for the computation of typical learning curves in the presence of concept drift in a variety of model situations. First results are presented and discussed for stochastic drift processes in classification and regression problems. They indicate that LVQ is capable of tracking a classification scheme under drift to a non-trivial extent. Furthermore, we show that concept drift can cause the persistence of sub-optimal plateau states in gradient based training of layered neural networks for regression.

In this contribution, we consider the classification of time series and similar functional data which can be represented in complex Fourier and wavelet coefficient space. We apply versions of learning vector quantization (LVQ) which are suitable for complex-valued data, based on the so-called Wirtinger calculus. It allows for the formulation of gradient-based update rules in the framework of cost-function-based generalized matrix relevance LVQ (GMLVQ). Alternatively, we consider the concatenation of real and imaginary parts of Fourier coefficients in a real-valued feature vector and the classification of time-domain representations by means of conventional GMLVQ. In addition, we consider the application of the method in combination with wavelet-space features to heartbeat classification.

Proximities are at the heart of almost all machine learning methods. If the input data are given as numerical vectors of equal lengths, euclidean distance, or a Hilbertian inner product is frequently used in modeling algorithms. In a more generic view, objects are compared by a (symmetric) similarity or dissimilarity measure, which may not obey particular mathematical properties. This renders many machine learning methods invalid, leading to convergence problems and the loss of guarantees, like generalization bounds. In many cases, the preferred dissimilarity measure is not metric, like the earth mover distance, or the similarity measure may not be a simple inner product in a Hilbert space but in its generalization a Krein space. If the input data are non-vectorial, like text sequences, proximity-based learning is used or ngram embedding techniques can be applied. Standard embeddings lead to the desired fixed-length vector encoding, but are costly and have substantial limitations in preserving the original data's full information. As an information preserving alternative, we propose a complex-valued vector embedding of proximity data. This allows suitable machine learning algorithms to use these fixed-length, complex-valued vectors for further processing. The complex-valued data can serve as an input to complex-valued machine learning algorithms. In particular, we address supervised learning and use extensions of prototype-based learning. The proposed approach is evaluated on a variety of standard benchmarks and shows strong performance compared to traditional techniques in processing non-metric or non-psd proximity data.

We present a modelling framework for the investigation of supervised learning in non-stationary environments. Specifically, we model two example types of learning systems: prototype-based learning vector quantization (LVQ) for classification and shallow, layered neural networks for regression tasks. We investigate so-called student–teacher scenarios in which the systems are trained from a stream of high-dimensional, labeled data. Properties of the target task are considered to be non-stationary due to drift processes while the training is performed. Different types of concept drift are studied, which affect the density of example inputs only, the target rule itself, or both. By applying methods from statistical physics, we develop a modelling framework for the mathematical analysis of the training dynamics in non-stationary environments. Our results show that standard LVQ algorithms are already suitable for the training in non-stationary environments to a certain extent. However, the application of weight decay as an explicit mechanism of forgetting does not improve the performance under the considered drift processes. Furthermore, we investigate gradient-based training of layered neural networks with sigmoidal activation functions and compare with the use of rectified linear units. Our findings show that the sensitivity to concept drift and the effectiveness of weight decay differs significantly between the two types of activation function.