VFC-SMOTE: very fast continuous synthetic minority oversampling for evolving data streams
Alessio Bernardo, Emanuele Della Valle
Abstract
Abstract The world is constantly changing, and so are the massive amount of data produced. However, only a few studies deal with online class imbalance learning that combines the challenges of class-imbalanced data streams and concept drift. In this paper, we propose the very fast continuous synthetic minority oversampling technique ( VFC - SMOTE ). It is a novel meta-strategy to be prepended to any streaming machine learning classification algorithm aiming at oversampling the minority class using a new version of Smote and Borderline - Smote inspired by Data Sketching. We benchmarked VFC - SMOTE pipelines on synthetic and real data streams containing different concept drifts, imbalance levels, and class distributions. We bring statistical evidence that VFC - SMOTE pipelines learn models whose minority class performances are better than state-of-the-art. Moreover, we analyze the time/memory consumption and the concept drift recovery speed.