On-line classification of data streams with missing values based on reinforcement learning

In some applications, data arrive sequentially and they are not available in batch form, what makes difficult the use of traditional classification systems. In addition, some attributes may lack due to some real-world conditions. For this problem, a number of decisions have to be made regarding how to proceedwith the incomplete and unlabeled incoming objects, how to guess its missing attributes values, how to classify it, whether to include it in the training set, or when to ask for the class label to an expert. Unfortunately, no decision works well for all data sets. This data dependency motivates our formulation of the problem in terms of elements of reinforcement learning. The application of this learning paradigm for this problem is, to the best of our knowledge, novel. The empirical results are encouraging since the proposed framework behaves better and more generally than many strategies used isolatedly, and makes an efficient use of human effort (requests for the class label to an expert) and computer memory (the increase of size of the training set)This work has been supported in part by the Spanish Ministry of Education and Science under grants CSD2007–00018 (Consolider Ingenio 2010) and TIN2009–14205, and by Bancaixa under grant P1–1B2009–0