Forgetful Forests: Data Structures for Machine Learning on Streaming Data under Concept Drift

Database and data structure research can improve machine learning performance in many ways. One way is to design better algorithms on data structures. This paper combines the use of incremental computation as well as sequential and probabilistic filtering to enable “forgetful” tree-based learning algorithms to cope with streaming data that suffers from concept drift. (Concept drift occurs when the functional mapping from input to classification changes over time). The forgetful algorithms described in this paper achieve high performance while maintaining high quality predictions on streaming data. Specifically, the algorithms are up to 24 times faster than state-of-the-art incremental algorithms with, at most, a 2% loss of accuracy, or are at least twice faster without any loss of accuracy. This makes such structures suitable for high volume streaming applications.