Load shedding schemes for mining data streams. A scoring function is used to rank the importance of stream elements, and those elements with high importance are investigated. In the context of not knowing the exact feature values of a data stream, the use of a Markov model is proposed herein for predicting the feature distribution of a data stream. Based on the predicted feature distribution, one can make classification decisions to maximize the expected benefits. In addition, there is proposed herein the employment of a quality of decision (QoD) metric to measure the level of uncertainty in decisions and to guide load shedding. A load shedding scheme such as presented herein assigns available resources to multiple data streams to maximize the quality of classification decisions. Furthermore, such a load shedding scheme is able to learn and adapt to changing data characteristics in the data streams.