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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2021
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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) |
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Streaming regression Catastrophic forgetting Nonstationarity Science Q |
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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 |
work_keys_str_mv |
AT mikkelleitearnø adividedandprioritizedexperiencereplayapproachforstreamingregression AT johnmortengodhavn adividedandprioritizedexperiencereplayapproachforstreamingregression AT olemortenaamo adividedandprioritizedexperiencereplayapproachforstreamingregression AT mikkelleitearnø dividedandprioritizedexperiencereplayapproachforstreamingregression AT johnmortengodhavn dividedandprioritizedexperiencereplayapproachforstreamingregression AT olemortenaamo dividedandprioritizedexperiencereplayapproachforstreamingregression |
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