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Kernel-Based Ensemble Learning in Python

Guedj, B; Desikan, BS; (2020) Kernel-Based Ensemble Learning in Python. Information , 11 (2) , Article 63. 10.3390/info11020063. Green open access

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Abstract

We propose a new supervised learning algorithm for classification and regression problems where two or more preliminary predictors are available. We introduce KernelCobra, a non-linear learning strategy for combining an arbitrary number of initial predictors. KernelCobra builds on the COBRA algorithm introduced by [], which combined estimators based on a notion of proximity of predictions on the training data. While the COBRA algorithm used a binary threshold to declare which training data were close and to be used, we generalise this idea by using a kernel to better encapsulate the proximity information. Such a smoothing kernel provides more representative weights to each of the training points which are used to build the aggregate and final predictor, and KernelCobra systematically outperforms the COBRA algorithm. While COBRA is intended for regression, KernelCobra deals with classification and regression. KernelCobra is included as part of the open source Python package Pycobra (0.2.4 and onward), introduced by []. Numerical experiments were undertaken to assess the performance (in terms of pure prediction and computational complexity) of KernelCobra on real-life and synthetic datasets.

Type: Article
Title: Kernel-Based Ensemble Learning in Python
Open access status: An open access version is available from UCL Discovery
DOI: 10.3390/info11020063
Publisher version: https://doi.org/10.3390/info11020063
Language: English
Additional information: © 2020 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (http://creativecommons.org/licenses/by/4.0/).
Keywords: machine learning; python; ensemble learning; kernels; open source software
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UCL > Provost and Vice Provost Offices > UCL BEAMS
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science > Dept of Computer Science
URI: https://discovery.ucl.ac.uk/id/eprint/10091274
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