Abstract
The concept of ensemble learning offers a promising avenue in learning from data streams under complex environments because it better addresses the bias and variance dilemma than its single-model counterpart and features a reconfigurable structure, which is well suited to the given context. While various extensions of ensemble learning for mining nonstationary data streams can be found in the literature, most of them are crafted under static base-classifier and revisit preceding samples in the sliding window for a retraining step. This feature causes computationally prohibitive complexity and is not flexible enough to cope with rapidly changing environments. Their complexities are often demanding because they involve a large collection of offline classifiers due to the absence of structural complexities reduction mechanisms and lack of an online feature selection mechanism. A novel evolving ensemble classifier, namely Parsimonious Ensemble (pENsemble), is proposed in this paper. pENsemble differs from existing architectures in the fact that it is built upon an evolving classifier from data streams, termed Parsimonious Classifier. pENsemble is equipped by an ensemble pruning mechanism, which estimates a localized generalization error of a base classifier. A dynamic online feature selection scenario is integrated into the pENsemble. This method allows for dynamic selection and deselection of input features on the fly. pENsemble adopts a dynamic ensemble structure to output a final classification decision where it features a novel drift detection scenario to grow the ensemble's structure. The efficacy of the pENsemble has been numerically demonstrated through rigorous numerical studies with dynamic and evolving data streams, where it delivers the most encouraging performance in attaining a tradeoff between accuracy and complexity.