  The concept of SCN offers a fast framework with universal approximation
guarantee for lifelong learning of non-stationary data streams. Its adaptive
scope selection property enables for proper random generation of hidden unit
parameters advancing conventional randomized approaches constrained with a
fixed scope of random parameters. This paper proposes deep stacked stochastic
configuration network (DSSCN) for continual learning of non-stationary data
streams which contributes two major aspects: 1) DSSCN features a
self-constructing methodology of deep stacked network structure where hidden
unit and hidden layer are extracted automatically from continuously generated
data streams; 2) the concept of SCN is developed to randomly assign inverse
covariance matrix of multivariate Gaussian function in the hidden node addition
step bypassing its computationally prohibitive tuning phase. Numerical
evaluation and comparison with prominent data stream algorithms under two
procedures: periodic hold-out and prequential test-then-train processes
demonstrate the advantage of proposed methodology.
