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You're reading from  Machine Learning for Time-Series with Python

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Published inOct 2021
PublisherPackt
ISBN-139781801819626
Edition1st Edition
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Ben Auffarth
Ben Auffarth
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Ben Auffarth

Ben Auffarth is a full-stack data scientist with more than 15 years of work experience. With a background and Ph.D. in computational and cognitive neuroscience, he has designed and conducted wet lab experiments on cell cultures, analyzed experiments with terabytes of data, run brain models on IBM supercomputers with up to 64k cores, built production systems processing hundreds and thousands of transactions per day, and trained language models on a large corpus of text documents. He co-founded and is the former president of Data Science Speakers, London.
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Adaptive learning methods

Adaptive learning refers to incremental methods with drift adjustment. This concept refers to updating predictive models online to react to concept drifts. The goal is that by taking drift into account, models can ensure consistency with the current data distribution.

Ensemble methods can be coupled with drift detectors to trigger the retraining of base models. They can monitor the performance of base models (often with ADWIN) – underperforming models get replaced with retrained models if the new models are more accurate.

As a case in point, the Adaptive XGBoost algorithm (AXGB; Jacob Montiel and others, 2020) is an adaptation of XGBoost for evolving data streams, where new subtrees are created from mini-batches of data as new data becomes available. The maximum ensemble size is fixed, and once this size is reached, the ensemble is updated on new data.

In the Scikit-Multiflow and River libraries, there are several methods that couple machine...

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Machine Learning for Time-Series with Python
Published in: Oct 2021Publisher: PacktISBN-13: 9781801819626

Author (1)

author image
Ben Auffarth

Ben Auffarth is a full-stack data scientist with more than 15 years of work experience. With a background and Ph.D. in computational and cognitive neuroscience, he has designed and conducted wet lab experiments on cell cultures, analyzed experiments with terabytes of data, run brain models on IBM supercomputers with up to 64k cores, built production systems processing hundreds and thousands of transactions per day, and trained language models on a large corpus of text documents. He co-founded and is the former president of Data Science Speakers, London.
Read more about Ben Auffarth