Evaluation Methodology for Multiclass Novelty Detection Algorithms

Novelty detection is a useful ability for learning systems, especially in data stream scenarios, where new concepts can appear, known concepts can disappear and concepts can evolve over time. There are several studies in the literature investigating the use of machine learning classification techniques for novelty detection in data streams. However, there is no consensus regarding how to evaluate the performance of these techniques, particular for multiclass problems. In this study, we propose a new evaluation approach for multiclass data streams novelty detection problems. This approach is able to deal with: i) multiclass problems, ii) confusion matrix with a column representing the unknown examples, iii) confusion matrix that increases over time, iv) unsupervised learning, that generates novelties without an association with the problem classes and v) representation of the evaluation measures over time. We evaluate the performance of the proposed approach by known novelty detection algorithms with artificial and real data sets.