Detecting Concept Drift with Support Vector Machines
For many learning tasks where data is collected over an extended period of time, its underlying distribution is likely to change. A typical example is information ltering, i.e. the adaptive classiication of documents with respect to a particular user interest. Both the interest of the user and the document content change over time. A ltering system should be able to adapt to such concept changes. This paper proposes a new method to recognize and handle concept changes with support vector machines. The method maintains a window on the training data. The key idea is to automatically adjust the window size so that the estimated generalization error is minimized. The new approach is both theoretically well-founded as well as eeective and eecient in practice. Since it does not require complicated parameterization, it is simpler to use and more robust than comparable heuristics. Experiments with simulated concept drift scenarios based on real-world text data compare the new method with other window management approaches. We show that it can eeectively select an appropriate window size in a robust way.