Hello, dear friend, you can consult us at any time if you have any questions, add WeChat: THEend8_
Assignment COMPX523
1 Overall Description
In this assignment, you will implement an ensemble classifier for data streams
and rolling window features’ extractors. In general, this assignment has two
parts, each of them graded as follows:
1. Coding (50% of the final score);
2. Experimentation and Analysis (20% of the final score).
Each of these parts are detailed in the following sections. Important infor-
mation:
• Deadline: See Moodle
• This assignment can be developed in groups of 1 or 2 students.
• Parts of the assignments are mandatory for groups of 2 students and op-
tional for single student groups. These are marked as (Groups of 2 Re-
quired).
• You must code your assignment using either MOA or scikit-multiflow.
• You need to build a classifier that is compatible with either MOA or scikit-
multiflow. In MOA the classifier class will extend the AbstractClassifier
abstract class, and implements the MultiClassClassifier and Capabili-
tiesHandler interfaces.
• You need to build a filter that is compatible with either MOA or scikit-
multiflow.
• Your submission must contain a zip file with 3 files:
1. a file containing the classifier implementation (a single .java or .py);
2. a pdf report with the experiments and analysis; and
1
Start End
Window with length l
At the start of the window…
CREATE candidate c
At the end, either…
- REPLACE t by c
- IGNORE c
During the window…
c is not used for testing
p(c) is updated
Figure 1: The candidate c updates in a given window
3. a README file with details about how to run your code and repro-
duce the experiments. Optionally, the README file can be replaced
by a jupyter notebook with the execution of the experiments. Notice
that a jupyter notebook doesn’t replace the PDF report.
Throughout this assignment you will find (Optional) questions and re-
quests. These do not give you extra credit nor they influence your final score.
They are challenges that may go beyond what was taught in the course, or
require further programming and analysis efforts. In summary, you are en-
couraged to try them, but they are not required.
2 Coding
You must create a new classifier, but you are encouraged to look at the exist-
ing ensemble classifiers to observe how ensemble members are usually stored,
hyperparameters conventions, and other common code. Notice that your en-
semble classifier must be implemented in either MOA or scikit-multiflow in a
way that it can be executed as a stand-alone classifier.
The ensemble must contain the implementations to satisfy the requirements
described in the following subsections.
2.1 Ensemble Implementation
The ensemble will have a fixed number of learners S. Updates to the ensemble
(i.e. additions and removals) will occur every l instances, such that these can
be identified as windows of length l instances. At the start of each window,
a new base model should be added as a candidate c to join the ensemble. At
the end of each window, the ensemble will either: REPLACE another learner
e currently in the ensemble by c; or IGNORE c and discard it. This process is
depicted on Figure 1.
2
The base learner for the ensemble will be the Hoeffding Tree algorithm.
Optional: You are encouraged to think about how your ensemble could be im-
plemented using any base learner. The majority of the ensemble algorithms
available in MOA/scikit-multiflow do not enforce the use of a specific base
learner. However, it would be not easy to accomplish that in this assignment
as the diversity induction strategy assumes that we are using a Hoeffding Tree.
Another approach is to enforce that the base learner will be a subclass of Ho-
effding Tree, such as the Hoeffding Adaptive Tree. However, if your ensem-
ble is designed to only accept the basic Hoeffding Tree algorithm as the base
learner that is fine.
The training and testing methods depend on how diversity is induced (see
2.1.4) and the voting method (see 2.1.2). Notice that even though the ensemble
is updated in windows of length l, the Hoeffding tree models are continuously
updated, i.e. they should not be reset every window and they should be up-
dated during the window as well.
You can name the ensemble algorithm, but if you cannot find a good name,
just call it TheEnsemble (we late refer to it using this name).
2.1.1 Predictive performance p(e)
The estimated predictive performance p(e) of each member e of the ensemble
E must be stored and continuously updated. Concretely, immediately before
using an instance xt for training an ensemble member e, xt should be used for
assessing whether e would correctly predict it, i.e. he(xt) = yt. Notice that if
the instance xt is first used for training e, then the estimated predictive perfor-
mance would be misleading. By default, p(e) corresponds to the accuracy of e,
i.e. number of correct predictions divided by total number of predictions made
by e. (Optional): Encapsulate p(e) such that other metrics, such as Kappa T,
could be used.
2.1.2 Prediction - Weighted votes
The ensemble prediction should be determined by a weighted majority vote
strategy. The weights of each member e are determined according to the pre-
dictive performance p(e).
During prediction, the algorithm should sum the weighted votes assigned
to each class label to decide the ensemble prediction. For example, given an
ensemble with four models, such that p(g) = 0.90, p(m) = 0.85, p(n) = 0.81,
and p(q) = 0.92, where the predictions for a given xwere hg(x) = 0, hm(x) = 0,
hn(x) = 0, and hq(x) = 1. The weighted votes for class 0 w(0) = 0.90 +
0.85 + 0.81 = 2.56 and for class 1 w(1) = 0.92, as a consequence, the ensemble
prediction is class 0.
3
2.1.3 Dynamic updates
After processing l instances, the algorithm should be updated by replacing the
worst e∗ (min p(e)) by the new model c. If p(c) ≤ p(e∗), i.e. the predictive
performance of c is worst than the minimum predictive performance observed
in the ensemble p(e∗), then c should be discarded (i.e. IGNORED).
2.1.4 Training - Inducing diversity
There are multiple ways of inducing diversity into an ensemble model [3]. One
can vary in which instances or features the models will be trained, modify the
outputs of the training instances, or even combine several strategies. In this
assignment, you are asked to implement a strategy that vary the hyperparam-
eters of the base Hoeffding Trees. Concretely, implement a method that create
new candidate trees c with random values for the following hyperparameters.
• Grace period gp. The number of instances a leaf should observe between
split attempts. Range of values (10; 200). Step = 10.
• Split Confidence sc. The allowable error in split decision. Range of val-
ues (0.0; 1.0). Step = 0.05.
• Tie Threshold t. Threshold below which a split will be forced to break
ties. Range of values (0.0; 1.0). Step = 0.05.
For example, a given c may be initialized with gp = 110, sc = 0.05 and
t = 0.55. There is not much difference between a tree trained using sc = 0.046
and sc = 0.05, thus we define a step of 0.05 for sc and t, and a step of 10 for gp.
2.1.5 (Groups of 2 Required) Measuring diversity
To verify if a diversity induction strategy was successful, one approach is to
estimate how diverse the base models are w.r.t their predictions. Intuitively, if
model a always predict the same labels as model b, then they are homogeneous.
To estimate ‘how’ diverse two models on cases other than the extremes (always
agree, always disagree), several approaches were defined, such as the Yule’s Q
statistic or the Kappa statistic.
In this assignment, you are asked to calculate the Kappa statistic k(a, b)
for the predictions of each pair of models u and v in the ensemble. Notice
that you will need to keep counters for how every pair of models predicted.
Adapted from [3]: This can be achieved by constructing a contingency table Cij ,
such that the value at the intersection of a row i and a column j stores the
amount of instances x ∈ X where hv(x) = i and hu(x) = j. Table 2.1.5 shows
an example of contingency table Cij for a k-class problem. The diagonal in
matrixCij contains the concomitant decisions of the pair, thus a naive approach
to weight their similarity is to sum its values and divide it by the amount of
instances n, as shown in Equation 1.
where T is the current instance index, w the window size and xi holds the
value of feature x. The feature identifier was omitted, otherwise it would look
something like xji , i.e. feature j at time i.
Observation: The first values on the stream should be calculated according
to the number of instances available. For example, the SMA of w = 5 when
there are only 3 values available should be calculated using the 3 values, i.e.
assuming w = 3. This is just for completeness and to avoid doubts during
implementation.
EMA. The Exponential Moving Average (EMA) is a moving average that
assigns a greater weight according to α on the most recent data as shown in
equation 5. Table 1 presents an example of EMA for feature f0.
where the coefficient α is the degree of weighting decrease (constant be-
tween 0 and 1). A higher α discounts older values faster. By default, let’s use
α = 0.3. There are several ways of initializing EMA(x,w, 1, α), we are setting
it to x0, even though other approaches are also viable, such as using the SMA
of the first values.
In MOA, you can extend AbstractStreamFilter.java and base your imple-
mentation on the other classes that implement AbstractStreamFilter. The basic
idea, is that the filter to create the EMA and SMA versions of the attributes will
be applied to a stream, which in turn will them be used for other problems. In-
clude options to define which features should have SMA or EMA created and
also to control their hyperparameters w and α.
Important: Notice how on table 1 the EMA and SMA do not include the
current values of the feature f0, the last f0 used in any calculation is always the
value immediately before the current instance.
3 Evaluation and Analysis
The results should be presented using a table format, followed by a short analy-
sis about them guided by the questions associated with each experiment. More
details are presented in the subsections for each experiment. At the end of this
6
f0 SMA(f0, 10) EMA(f0, α = 0.4)
26 26 26
20 26 26
34 23 23.6
24 26.67 27.76
17 26 26.26
17 24.2 22.56
35 23 20.33
15 24.71 26.20
13 23.5 21.72
19 22.33 18.23
37 22 18.54
28 23.1 25.92
27 23.9 26.75
Table 1: Calculating SMA and EMA for 13 values. Red cells indicate exceptions
to the general equation, e.g. calculating SMA with when T < w
section you will find more details about how to prepare, run and report your
experiments using either scikit-multiflow or MOA.
Evaluation framework. For all experiments, use a test-then-train evalua-
tion approach and report the final result obtained, i.e. the result obtained after
testing using all instances.
Metrics. For all experiments, report accuracy, time1.
Datasets. electricity, covertype, SEA abrupt (drift at 50000), SEA gradual
(drift at 50000, width=10000), and RTG 2abrupt (drift at 30000 and 60000). Re-
fer to attached materials to obtain the “.arff” and “.csv” versions.
3.1 Experiment 1: TheEnsemble variations and sanity check
In the first part of the evaluation, you are asked to perform experiments us-
ing TheEnsemble and a single Hoeffding Tree. This experiment will produce 3
Tables of results (algorithms (columns) vs datasets (rows)), where S = K rep-
resents the number of learners, seed is the initializer to the random object2, and
l is the length of the window. Important: you don’t need to report the time
taken for this experiment (it would require yet another take).
• First table (l = 1000 for all TheEnsemble variations): HoeffdingTree,
TheEnsemble(S = 5), TheEnsemble(S = 10), TheEnsemble(S = 20), and
TheEnsemble(S = 30);
• Second table (S = 20 and l = 1000 for all): TheEnsemble(seed = 1),
TheEnsemble(seed = 2), TheEnsemble(seed = 3), TheEnsemble(seed =
1In MOA, time can be estimated by the CPU Time
2The actual value of the random seed doesn’t matter much, as long as it is not the same for
every experiment.
7
4), TheEnsemble(seed = 5)
• Third table (S = 20 for all): TheEnsemble(l = 500), TheEnsemble(l =
1000), TheEnsemble(l = 2000), TheEnsemble(l = 5000), TheEnsemble(l =
10000)
Questions:
1. How does TheEnsemble compares against a single hoeffding tree? Also,
does TheEnsemble improve results if more base models are available?
Present a table with results varying from S = {5, 10, 20, 30}, where S is
the total number of learners.
2. (Groups of 2 Required) What is the impact of the randomization strategy
on the diversity of the base learners? 1st repeat each experiment 5 times
varying the random seed of the classifier and present a table with the
average and standard deviation of each result. 2nd Present a plot, for
each dataset, depicting the average Kappa statistic over time to support
your claim.
3. Is the ensemble able to recover from concept drifts? Present a plot de-
picting the accuracy over time to support your claim. There should be a
plot for each dataset comparing whichever version of TheEnsemble that
produced the best results on the first table against the single hoeffding
tree.
4. What is the impact of the l hyperparameter? Discuss the results varying
the l hyperparameter.
5. (Optional) Which combination of l and S presents the best results for
each dataset (on average). This will require another separate table where
l and S are combined together.
Important: To plot results, use a windowed evaluation. In MOA, Evalu-
atePrequential with its default Evaluator should be sufficient. The code from
the following repository can be used for the plots, but notice that any other tool
or language can be used.
https://github.com/hmgomes/data-stream-visualization
3.2 Experiment 2: TheEnsemble vs. others
Compare the best result of TheEnsemble, obtained in the previous experiment,
against Adaptive Random Forest (ARF) [4], Leveraging Bagging (LB) [1] and
the Dynamic Weighted Majority (DWM) [5] for each dataset. Use S = 20 for
all the ensembles and subspacem = 60% for ARF. This will produce two tables
with results:
• First table: The accuracy for each ensemble and dataset.
8
• Second table: The processing time for each ensemble and dataset.
Questions:
1. How does TheEnsemble performs in terms of predictive performance
against the others?
2. In terms of time, is TheEnsemble more efficient than the other methods?
3. (Optional) Create another table varying the number of learners in the
other datasets as well. Then discuss which ensemble method scales bet-
ter in terms of accuracy, i.e. produces better results as we increase the
number of learners for the given datasets.
4. (Optional) What design choice made affect the computational resources
the most for TheEnsemble? For example, one design choice is how the
algorithm update learners, how diversity is induced, etc. Notice that the
value of l or S is not a design choice, it is an hyperparameter configura-
tion.
3.3 (Groups of 2 Required) Experiment 3: Feature engineering
For the electricity dataset, present (at the least) 3 transformations of the stream
to include EMA and SMA. Produce the results using the transformed datasets
using a single Hoeffding Tree, TheEnsemble, ARF, LB, and DWM. Use the same
configurations as in Experiment 2, for the ensembles. This will produce one
table where columns are the ensembles and the rows are the versions of the
dataset.
Observation: Notice that the past values of the class labels are available for
transformation and the creation of a feature that uses the previous class labels
is possible. This is similar to the TemporallyAugmentedClassifier that we saw
in class.
Questions:
1. Is it possible to improve the results without changing the ensemble con-
figurations? In other words, just by transforming the data?
2. Which transformations were the most effective? In other words, are there