A divided and prioritized experience replay approach for streaming regression

In the streaming learning setting, an agent is presented with a data stream on which to learn from in an online fashion. A common problem is catastrophic forgetting of old knowledge due to updates to the model. Mitigating catastrophic forgetting has received a lot of attention, and a variety of meth...

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Autores principales: Mikkel Leite Arnø, John-Morten Godhavn, Ole Morten Aamo
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Lenguaje:EN
Publicado: Elsevier 2021
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Acceso en línea:https://doaj.org/article/0c6548a53bbf4b5aa7205376e59d3d02
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spelling oai:doaj.org-article:0c6548a53bbf4b5aa7205376e59d3d022021-11-20T05:06:29ZA divided and prioritized experience replay approach for streaming regression2215-016110.1016/j.mex.2021.101571https://doaj.org/article/0c6548a53bbf4b5aa7205376e59d3d022021-01-01T00:00:00Zhttp://www.sciencedirect.com/science/article/pii/S2215016121003617https://doaj.org/toc/2215-0161In the streaming learning setting, an agent is presented with a data stream on which to learn from in an online fashion. A common problem is catastrophic forgetting of old knowledge due to updates to the model. Mitigating catastrophic forgetting has received a lot of attention, and a variety of methods exist to solve this problem. In this paper, we present a divided and prioritized experience replay approach for streaming regression, in which relevant observations are retained in the replay, and extra focus is added to poorly estimated observations through prioritization. Using a real-world dataset, the method is compared to the standard sliding window approach. A statistical power analysis is performed, showing how our approach improves performance on rare, important events at a trade-off in performance for more common observations. Close inspections of the dataset are provided, with emphasis on areas where the standard approach fails. A rephrasing of the problem to a binary classification problem is performed to separate common and rare, important events. These results provide an added perspective regarding the improvement made on rare events. • We divide the prediction space in a streaming regression setting • Observations in the experience replay are prioritized for further training by the model’s current errorMikkel Leite ArnøJohn-Morten GodhavnOle Morten AamoElsevierarticleStreaming regressionCatastrophic forgettingNonstationarityScienceQENMethodsX, Vol 8, Iss , Pp 101571- (2021)
institution DOAJ
collection DOAJ
language EN
topic Streaming regression
Catastrophic forgetting
Nonstationarity
Science
Q
spellingShingle Streaming regression
Catastrophic forgetting
Nonstationarity
Science
Q
Mikkel Leite Arnø
John-Morten Godhavn
Ole Morten Aamo
A divided and prioritized experience replay approach for streaming regression
description In the streaming learning setting, an agent is presented with a data stream on which to learn from in an online fashion. A common problem is catastrophic forgetting of old knowledge due to updates to the model. Mitigating catastrophic forgetting has received a lot of attention, and a variety of methods exist to solve this problem. In this paper, we present a divided and prioritized experience replay approach for streaming regression, in which relevant observations are retained in the replay, and extra focus is added to poorly estimated observations through prioritization. Using a real-world dataset, the method is compared to the standard sliding window approach. A statistical power analysis is performed, showing how our approach improves performance on rare, important events at a trade-off in performance for more common observations. Close inspections of the dataset are provided, with emphasis on areas where the standard approach fails. A rephrasing of the problem to a binary classification problem is performed to separate common and rare, important events. These results provide an added perspective regarding the improvement made on rare events. • We divide the prediction space in a streaming regression setting • Observations in the experience replay are prioritized for further training by the model’s current error
format article
author Mikkel Leite Arnø
John-Morten Godhavn
Ole Morten Aamo
author_facet Mikkel Leite Arnø
John-Morten Godhavn
Ole Morten Aamo
author_sort Mikkel Leite Arnø
title A divided and prioritized experience replay approach for streaming regression
title_short A divided and prioritized experience replay approach for streaming regression
title_full A divided and prioritized experience replay approach for streaming regression
title_fullStr A divided and prioritized experience replay approach for streaming regression
title_full_unstemmed A divided and prioritized experience replay approach for streaming regression
title_sort divided and prioritized experience replay approach for streaming regression
publisher Elsevier
publishDate 2021
url https://doaj.org/article/0c6548a53bbf4b5aa7205376e59d3d02
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