Hao Song

Tom Diethe, Meelis Kull, Niall Twomey et al.

This paper describes HyperStream, a large-scale, flexible and robust software package, written in the Python language, for processing streaming data with workflow creation capabilities. HyperStream overcomes the limitations of other computational engines and provides high-level interfaces to execute complex nesting, fusion, and prediction both in online and offline forms in streaming environments. HyperStream is a general purpose tool that is well-suited for the design, development, and deployment of Machine Learning algorithms and predictive models in a wide space of sequential predictive problems. Source code, installation instructions, examples, and documentation can be found at: https://github.com/IRC-SPHERE/HyperStream.

Meelis Kull, Miquel Perello-Nieto, Markus Kängsepp et al.

Class probabilities predicted by most multiclass classifiers are uncalibrated, often tending towards over-confidence. With neural networks, calibration can be improved by temperature scaling, a method to learn a single corrective multiplicative factor for inputs to the last softmax layer. On non-neural models the existing methods apply binary calibration in a pairwise or one-vs-rest fashion. We propose a natively multiclass calibration method applicable to classifiers from any model class, derived from Dirichlet distributions and generalising the beta calibration method from binary classification. It is easily implemented with neural nets since it is equivalent to log-transforming the uncalibrated probabilities, followed by one linear layer and softmax. Experiments demonstrate improved probabilistic predictions according to multiple measures (confidence-ECE, classwise-ECE, log-loss, Brier score) across a wide range of datasets and classifiers. Parameters of the learned Dirichlet calibration map provide insights to the biases in the uncalibrated model.

Hao Song, Tom Diethe, Meelis Kull et al.

We are concerned with obtaining well-calibrated output distributions from regression models. Such distributions allow us to quantify the uncertainty that the model has regarding the predicted target value. We introduce the novel concept of distribution calibration, and demonstrate its advantages over the existing definition of quantile calibration. We further propose a post-hoc approach to improving the predictions from previously trained regression models, using multi-output Gaussian Processes with a novel Beta link function. The proposed method is experimentally verified on a set of common regression models and shows improvements for both distribution-level and quantile-level calibration.

Hao Song, Meelis Kull, Peter Flach

The task of calibration is to retrospectively adjust the outputs from a machine learning model to provide better probability estimates on the target variable. While calibration has been investigated thoroughly in classification, it has not yet been well-established for regression tasks. This paper considers the problem of calibrating a probabilistic regression model to improve the estimated probability densities over the real-valued targets. We propose to calibrate a regression model through the cumulative probability density, which can be derived from calibrating a multi-class classifier. We provide three non-parametric approaches to solve the problem, two of which provide empirical estimates and the third providing smooth density estimates. The proposed approaches are experimentally evaluated to show their ability to improve the performance of regression models on the predictive likelihood.

Niall Twomey, Tom Diethe, Meelis Kull et al.

This paper outlines the Sensor Platform for HEalthcare in Residential Environment (SPHERE) project and details the SPHERE challenge that will take place in conjunction with European Conference on Machine Learning and Principles and Practice of Knowledge Discovery (ECML-PKDD) between March and July 2016. The SPHERE challenge is an activity recognition competition where predictions are made from video, accelerometer and environmental sensors. Monetary prizes will be awarded to the top three entrants, with Euro 1,000 being awarded to the winner, Euro 600 being awarded to the first runner up, and Euro 400 being awarded to the second runner up.