Multi-label classification via multi-target regression on data streams

Multi-label classification (MLC) tasks are encountered more and more frequently in machine learning applications. While MLC methods exist for the classical batch setting, only a few methods are available for streaming setting. In this paper, we propose a new methodology for MLC via multi-target regression in a streaming setting. Moreover, we develop a streaming multi-target regressor iSOUP-Tree that uses this approach. We experimentally compare two variants of the iSOUP-Tree method (building regression and model trees), as well as ensembles of iSOUP-Trees with state-of-the-art tree and ensemble methods for MLC on data streams. We evaluate these methods on a variety of measures of predictive performance (appropriate for the MLC task). The ensembles of iSOUP-Trees perform significantly better on some of these measures, especially the ones based on label ranking, and are not significantly worse than the competitors on any of the remaining measures. We identify the thresholding problem for the task of MLC on data streams as a key issue that needs to be addressed in order to obtain even better results in terms of predictive performance.