Online-BLS: An Accurate and Efficient Online Broad Learning System for Data Stream Classification
Chunyu Lei, Guang-Ze Chen, C. L. Philip Chen, Tong Zhang
TL;DR
This work introduces Online-BLS, a framework for online data stream classification that delivers closed-form weight updates to overcome suboptimal gradient-based learning. By replacing matrix inverses with a Cholesky-based weight estimation (EWEA) and implementing an efficient rank-one update via Givens rotations (EOUS), it achieves both high accuracy and low online update overhead. Theoretical analyses establish error bounds and favorable time complexity, while extensive experiments on stationary and concept-drift datasets demonstrate superiority over state-of-the-art incremental BLS and online deep learning baselines. The approach also extends naturally to non-stationary environments through a forgetting factor, highlighting practical applicability for real-time data streams.
Abstract
The state-of-the-art online learning models generally conduct a single online gradient descent when a new sample arrives and thus suffer from suboptimal model weights. To this end, we introduce an online broad learning system framework with closed-form solutions for each online update. Different from employing existing incremental broad learning algorithms for online learning tasks, which tend to incur degraded accuracy and expensive online update overhead, we design an effective weight estimation algorithm and an efficient online updating strategy to remedy the above two deficiencies, respectively. Specifically, an effective weight estimation algorithm is first developed by replacing notorious matrix inverse operations with Cholesky decomposition and forward-backward substitution to improve model accuracy. Second, we devise an efficient online updating strategy that dramatically reduces online update time. Theoretical analysis exhibits the splendid error bound and low time complexity of our model. The most popular test-then-training evaluation experiments on various real-world datasets prove its superiority and efficiency. Furthermore, our framework is naturally extended to data stream scenarios with concept drift and exceeds state-of-the-art baselines.
