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Waikato / moa

MOA is an open source framework for Big Data stream mining. It includes a collection of machine learning algorithms (classification, regression, clustering, outlier detection, concept drift detection and recommender systems) and tools for evaluation.
http://moa.cms.waikato.ac.nz/
GNU General Public License v3.0
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LearnNSE sbkt close to zero #124

Closed paulorla closed 3 years ago

paulorla commented 6 years ago

Dear @all,

In the implementation of the LearnNSE available in the MOA 2017.06, there is a chance for the sbkt variable to get really close to zero, leading to the computation of the log of infinity when calculating the ensemble weights.

this.ensembleWeights.add(Math.log(1.0 / sbkt));

This leaded to problems in the Gaussian problem suggested by the original author of the Learn++.NSE: http://users.rowan.edu/~polikar/research/NSE/

As a workaround, one of the original authors of the NSE check if the "sbkt" is smaller than 0.01. If so, the value is set to 0.01. It can be seen in: https://github.com/gditzler/IncrementalLearning/blob/master/src/learn_nse.m

Check the condition:

if net.beta(net.t,net.t)<net.threshold, net.beta(net.t,net.t) = net.threshold; end

It seems to solve the problem when implemented in the MOA version of the LearnNSE.

Best regars.

abifet commented 6 years ago

Thanks! Can you propose a pull request with this fix?