An adaptive estimation method with exploration and exploitation modes for non-stationary environments

作者：

Highlights：

• Estimates obtained via multiplicative updates are consistent with diffusion.

• Stationarity of estimates is a promising indicator for learning progress.

• Utilization of a dynamic learning rate in learning under concept drift is beneficial.

摘要

•Estimates obtained via multiplicative updates are consistent with diffusion.•Stationarity of estimates is a promising indicator for learning progress.•Utilization of a dynamic learning rate in learning under concept drift is beneficial.

论文关键词：Stochastic learning,Concept drift,Change detection,Parameter estimation,Dynamic learning rate

论文评审过程：Received 23 December 2020, Revised 3 April 2022, Accepted 7 April 2022, Available online 12 April 2022, Version of Record 4 May 2022.

论文官网地址：https://doi.org/10.1016/j.patcog.2022.108702