Updating Formulas and Algorithms for Computing Entropy and Gini Index from Time-Changing Data Streams

03/25/2014

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by   Blaz Sovdat, et al.

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Despite growing interest in data stream mining the most successful incremental learners, such as VFDT, still use periodic recomputation to update attribute information gains and Gini indices. This note provides simple incremental formulas and algorithms for computing entropy and Gini index from time-changing data streams.