4.1LGAug 28, 2025Code
Khiops: An End-to-End, Frugal AutoML and XAI Machine Learning Solution for Large, Multi-Table DatabasesMarc Boullé, Nicolas Voisine, Bruno Guerraz et al.
Khiops is an open source machine learning tool designed for mining large multi-table databases. Khiops is based on a unique Bayesian approach that has attracted academic interest with more than 20 publications on topics such as variable selection, classification, decision trees and co-clustering. It provides a predictive measure of variable importance using discretisation models for numerical data and value clustering for categorical data. The proposed classification/regression model is a naive Bayesian classifier incorporating variable selection and weight learning. In the case of multi-table databases, it provides propositionalisation by automatically constructing aggregates. Khiops is adapted to the analysis of large databases with millions of individuals, tens of thousands of variables and hundreds of millions of records in secondary tables. It is available on many environments, both from a Python library and via a user interface.
Early Classification of Time Series: A Survey and BenchmarkAurélien Renault, Alexis Bondu, Antoine Cornuéjols et al.
In many situations, the measurements of a studied phenomenon are provided sequentially, and the prediction of its class needs to be made as early as possible so as not to incur too high a time penalty, but not too early and risk paying the cost of misclassification. This problem has been particularly studied in the case of time series, and is known as Early Classification of Time Series (ECTS). Although it has been the subject of a growing body of literature, there is still a lack of a systematic, shared evaluation protocol to compare the relative merits of the various existing methods. In this paper, we highlight the two components of an ECTS system: decision and prediction, and focus on the approaches that separate them. This document begins by situating these methods within a principle-based taxonomy. It defines dimensions for organizing their evaluation and then reports the results of a very extensive set of experiments along these dimensions involving nine state-of-the-art ECTS algorithms. In addition, these and other experiments can be carried out using an open-source library in which most of the existing ECTS algorithms have been implemented (see https://github.com/ML-EDM/ml_edm).
5.1LGApr 3
Early Classification of Time Series in Non-Stationary Cost RegimesAurélien Renault, Alexis Bondu, Antoine Cornuéjols et al.
Early Classification of Time Series (ECTS) addresses decision-making problems in which predictions must be made as early as possible while maintaining high accuracy. Most existing ECTS methods assume that the time-dependent decision costs governing the learning objective are known, fixed, and correctly specified. In practice, however, these costs are often uncertain and may change over time, leading to mismatches between training-time and deployment-time objectives. In this paper, we study ECTS under two practically relevant forms of cost non-stationarity: drift in the balance between misclassification and decision delay costs, and stochastic realizations of decision costs that deviate from the nominal training-time model. To address these challenges, we revisit representative ECTS approaches and adapt them to an online learning setting. Focusing on separable methods, we update only the triggering model during deployment, while keeping the classifier fixed. We propose several online adaptations and baselines, including bandit-based and RL-based approaches, and conduct controlled experiments on synthetic data to systematically evaluate robustness under cost non-stationarity. Our results demonstrate that online learning can effectively improve the robustness of ECTS methods to cost drift, with RL-based strategies exhibiting strong and stable performance across varying cost regimes.
7.1LGFeb 10, 2025
Deep Reinforcement Learning based Triggering Function for Early Classifiers of Time SeriesAurélien Renault, Alexis Bondu, Antoine Cornuéjols et al.
Early Classification of Time Series (ECTS) has been recognized as an important problem in many areas where decisions have to be taken as soon as possible, before the full data availability, while time pressure increases. Numerous ECTS approaches have been proposed, based on different triggering functions, each taking into account various pieces of information related to the incoming time series and/or the output of a classifier. Although their performances have been empirically compared in the literature, no studies have been carried out on the optimality of these triggering functions that involve ``man-tailored'' decision rules. Based on the same information, could there be better triggering functions? This paper presents one way to investigate this question by showing first how to translate ECTS problems into Reinforcement Learning (RL) ones, where the very same information is used in the state space. A thorough comparison of the performance obtained by ``handmade'' approaches and their ``RL-based'' counterparts has been carried out. A second question investigated in this paper is whether a different combination of information, defining the state space in RL systems, can achieve even better performance. Experiments show that the system we describe, called \textsc{Alert}, significantly outperforms its state-of-the-art competitors on a large number of datasets.