Lightweight adaptive filtering for efficient learning and updating of probabilistic models

Adaptive software systems are designed to cope with unpredictable and evolving usage behaviors and environmental conditions. For these systems reasoning mechanisms are needed to drive evolution, which are usually based on models capturing relevant aspects of the running software. The continuous update of these models in evolving environments requires efficient learning procedures, having low overhead and being robust to changes. Most of the available approaches achieve one of these goals at the price of the other. In this paper we propose a lightweight adaptive filter to accurately learn time-varying transition probabilities of discrete time Markov models, which provides robustness to noise and fast adaptation to changes with a very low overhead. A formal stability, unbiasedness and consistency assessment of the learning approach is provided, as well as an experimental comparison with state-of-the-art alternatives.