Abstract
Ensemble learning is a widely used methodology to build powerful predictors from multiple individual weaker ones. However, the vast majority of ensemble learning models are designed for offline application scenarios, the use of evolving fuzzy systems in ensemble learning for online learning from data streams has not been sufficiently explored, yet. In this paper, a novel self-adaptive fuzzy learning ensemble system is introduced for data stream prediction. The proposed ensemble system employs the very sparse random projection technique to compress the consequent parts of the learned fuzzy rules by individual base models to a more compressed form, thereby reducing redundant information and improving computational efficiency. To improve the overall prediction performance, a dynamical base model pruning scheme is introduced to the proposed ensemble system together with a novel inferencing scheme, such that less accurate base models will be removed from the ensemble structure at each learning cycle automatically and only these more accurate ones will be involved in joint decision-making. Numerical examples based on a wide range of benchmark datasets demonstrate the stronger prediction performance of the proposed ensemble system over the state-of-the-art alternatives.