out-of-fold prediction
Enhancing binary classification: A new stacking method via leveraging computational geometry
Wu, Wei, Tang, Liang, Zhao, Zhongjie, Teo, Chung-Piaw
Binary classification is a fundamental task in machine learning and data science, with applications spanning numerous domains, including spam detection, medical diagnostics, image recognition, credit scoring. The goal is to predict a binary outcome--typically labeled as 0 or 1--based on a set of input features. Various machine learning algorithms, such as logistic regression (LR), k-nearest neighbors (kNN), support vector machines (SVM), and neural network (NN), are commonly employed for binary classification tasks. These algorithms can be mainly divided into two categories: those with interpretability, which are convenient for analysis and control (e.g., LR); and those without interpretability but with potentially good classification performance (e.g., NN). Ensemble learning, a powerful technique in predictive modeling, has gained widespread recognition for its ability to improve model performance by combining the strengths of multiple learning algorithms [1]. Among ensemble methods, stacking stands out by integrating the predictions of diverse base models (different learning algorithms) through a meta-model, resulting in enhanced prediction accuracy compared to only using the best base model [2]. Stacking has demonstrated significant applications in classification problems such as network intrusion detection [3, 4], cancer type classification [5], credit lending [6], and protein-protein binding affinity prediction [7].
How to Use Out-of-Fold Predictions in Machine Learning
Machine learning algorithms are typically evaluated using resampling techniques such as k-fold cross-validation. During the k-fold cross-validation process, predictions are made on test sets comprised of data not used to train the model. These predictions are referred to as out-of-fold predictions, a type of out-of-sample predictions. Out-of-fold predictions play an important role in machine learning in both estimating the performance of a model when making predictions on new data in the future, so-called the generalization performance of the model, and in the development of ensemble models. In this tutorial, you will discover a gentle introduction to out-of-fold predictions in machine learning. How to Use Out-of-Fold Predictions in Machine Learning Photos by Gael Varoquaux, some rights reserved.
Dataiku's Solution to SPHERE's Activity Recognition Challenge
Voisin, Maxime, Dreyfus-Schmidt, Leo, Gutierrez, Pierre, Ronsin, Samuel, Beillevaire, Marc
Our team won the second prize of the Safe Aging with SPHERE Challenge organized by SPHERE, in conjunction with ECML-PKDD and Driven Data. The goal of the competition was to recognize activities performed by humans, using sensor data. This paper presents our solution. It is based on a rich pre-processing and state of the art machine learning methods. From the raw train data, we generate a synthetic train set with the same statistical characteristics as the test set. We then perform feature engineering. The machine learning modeling part is based on stacking weak learners through a grid searched XGBoost algorithm. Finally, we use post-processing to smooth our predictions over time.