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On the Parzen Kernel-Based Probability Density Function Learning Procedures Over Time-Varying Streaming Data With Applications to Pattern Classification | IEEE Journals & Magazine | IEEE Xplore

On the Parzen Kernel-Based Probability Density Function Learning Procedures Over Time-Varying Streaming Data With Applications to Pattern Classification


Abstract:

In this paper, we propose a recursive variant of the Parzen kernel density estimator (KDE) to track changes of dynamic density over data streams in a nonstationary enviro...Show More

Abstract:

In this paper, we propose a recursive variant of the Parzen kernel density estimator (KDE) to track changes of dynamic density over data streams in a nonstationary environment. In stationary environments, well-established traditional KDE techniques have nice asymptotic properties. Their existing extensions to deal with stream data are mostly based on various heuristic concepts (losing convergence properties). In this paper, we study recursive KDEs, called recursive concept drift tracking KDEs, and prove their weak (in probability) and strong (with probability one) convergence, resulting in perfect tracking properties as the sample size approaches infinity. In three theorems and subsequent examples, we show how to choose the bandwidth and learning rate of a recursive KDE in order to ensure weak and strong convergence. The simulation results illustrate the effectiveness of our algorithm both for density estimation and classification over time-varying stream data.
Published in: IEEE Transactions on Cybernetics ( Volume: 50, Issue: 4, April 2020)
Page(s): 1683 - 1696
Date of Publication: 15 November 2018

ISSN Information:

PubMed ID: 30452383

Funding Agency:


References

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