CSRDA: Cost-sensitive Regularized Dual Averaging for Handling Imbalanced and High-dimensional Streaming Data

Class-imbalance is one of the most challenging problems in online learning due to its impact on the prediction capability of data stream mining models. Most existing approaches for online learning lack an effective mechanism to handle high-dimensional streaming data with skewed class distributions, resulting in insufficient model interpretation and deterioration of online performance. In this pape...