A Comparative Evaluation of Quantification Methods
This work addresses the lack of empirical guidance for practitioners and researchers in selecting quantification algorithms, though it is incremental as it compares existing methods without introducing new ones.
The authors conducted a comprehensive empirical comparison of 24 quantification methods across over 40 datasets, finding that no single algorithm universally outperforms others, with specific methods like Median Sweep and HDy performing best in binary settings, while a different group excels in multiclass settings, and tuning classifiers had limited impact.
Quantification represents the problem of estimating the distribution of class labels on unseen data. It also represents a growing research field in supervised machine learning, for which a large variety of different algorithms has been proposed in recent years. However, a comprehensive empirical comparison of quantification methods that supports algorithm selection is not available yet. In this work, we close this research gap by conducting a thorough empirical performance comparison of 24 different quantification methods on overall more than 40 data sets, considering binary as well as multiclass quantification settings. We observe that no single algorithm generally outperforms all competitors, but identify a group of methods including the threshold selection-based Median Sweep and TSMax methods, the DyS framework including the HDy method, Forman's mixture model, and Friedman's method that performs best in the binary setting. For the multiclass setting, we observe that a different, broad group of algorithms yields good performance, including the HDx method, the Generalized Probabilistic Adjusted Count, the readme method, the energy distance minimization method, the EM algorithm for quantification, and Friedman's method. We also find that tuning the underlying classifiers has in most cases only a limited impact on the quantification performance. More generally, we find that the performance on multiclass quantification is inferior to the results obtained in the binary setting. Our results can guide practitioners who intend to apply quantification algorithms and help researchers to identify opportunities for future research.