Meta Learning Framework

A framework to apply machine learning on how to combine models (learn to ensemble). It implements a machine learning classifier at the instance level, choosing a subset of models to be employed, instead of using a simple bagging method (called naive ensemble in this work).

Table of contents

• Introduction
• Dependencies
• Installation
• Examples
  • Classification - Binary
  • Classification - Score
  • Regression
  • Forecasting
• Performance

Introduction

It contains three main classes: MetaLearningModel, BaseModel and MetaClassifier. BaseModel and MetaClassifier are abstract classes to be used as parents. They contain attributes and methods that a base model (classifier or regressor) and the meta classifier must have.

MetaLearningModel is the class that does all the work. The fit method will use a cross-validation (or a simple train_test_split validation, depends on the cv param) to create a training set to the meta classifier. In this process, it train every base model and predict a batch of instances, comparing the output with the true values.

Depending on the task and mode (combiner and error_measure fuction as well), it will select the best base model(s) for each instances in the batch. It can be a multi-class or even a multi-label task. The meta model training set will be composed of instances (as they are in the original problem) and targets (arrays of zeros and ones), indicating which base model(s) were selected or not for each instance (they have number_of_base_models length).

In the prediction step, first the MetaLearningModel will predict the instance choosing which base models are going to be used. Then, only those selected bse models are going to predict the given instance. Finally, their outputs is combined using the combiner fuction.

You can see more about this meta learning approach on this paper: https://link.springer.com/chapter/10.1007/978-3-030-61380-8_29.

Dependencies

• numpy
• sklearn
• pandas
• tqdm
• sktime (optional - test code)
• dtw-python (optional - test code)
• tensorflow (optional - test code)

Installation

Simply run:

pip install meta-learning-framework==0.0.1

You can also clone the repository and run:

cd meta-learning-framework/
pip install .

Examples

This section presents how to execute some test codes for you to better understand how this framework is supposed to work.

Classification - Binary Mode

This example uses sktime framework for time series classification. Binary mode indicates that when creating the meta classifier training set, base models that correctly predict instances' class will be selected (soft selection). Notice that it can imply a multi-label classification task.

Run the following commands:

cd tests/
python3 tsc_classification_example.py sktime_dataset_name binary

Classification - Score Mode

This example uses sktime framework for time series classification as well. The difference to the previous one is the mode. Now, the base model that outputs the best score distribution will be choosen. It implies only a multi-class classification task.

Run the following commands:

cd tests/
python3 tsc_classification_example.py sktime_dataset_name score

Regression (Score mode only)

This example uses sklearn's regression datasets. There is a Random Forest classifier which learns to choose the base regressor that will output a prediction with the smallest error possible between all regressors (multi-class task).

Run the following commands:

cd tests/
python3 sklearn_regression_example.py

Forecasting

This example is the most complex. It is a regression task, but since is a forecasting, you can not use cross-validation directly. So it uses a generator of train/test split indexes, regarding instances order in time. Also, it is a multi output regression task, since it tries to predict two future values.

Run the following commands:

cd tests/
python3 forecasting_example.py

Performance

Classification - Both binary and score

Running the script sktime_classification_time.py these are the accuracy for a couple of datasets:

Simple regression task

Running the script sklearn_regression_example.py using fetch_california_housing dataset the following results were achieved:

Forecasting task

Running the script forecasting_example.py using a white noise time series: