Dynamic Cost-sensitive Ensemble Classification based on Extreme Learning Machine for Mining Imbalanced Massive Data Streams

In order to lower the classification cost and improve the performance of the classifier, this paper proposes the approach of the dynamic cost-sensitive ensemble classification based on extreme learning machine for imbalanced massive data streams (DCECIMDS). Firstly, this paper gives the method of concept drifts detection by extracting the attributive characters of imbalanced massive data streams. If the change of attributive characters exceeds threshold value, the concept drift occurs. Secondly, we give Cost-sensitive extreme learning machine algorithm, and the optimal cost function is defined by the dynamic cost matrix. Build the cost-sensitive classifiers model for imbalanced massive data streams under MapReduce, and the data streams are processed in parallel. At last, the weighted costsensitive ensemble classifier is constructed, and the dynamic cost-sensitive ensemble classification based on extreme learning machine classification is given. The experiments demonstrate that the proposed ensemble classifier under the MapReduce framework can reduce the average misclassification cost and can make the classification results more reliable. DCECIMDS has high performance by comparing to the other classification algorithms for imbalanced data streams and can effectively deal with the concept drift.