MRCpy: A Library for Minimax Risk Classifiers

Fuente: arXiv
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Hauptverfasser: Bondugula, Kartheek, Álvarez, Verónica, Segovia-Martín, José I., Pérez, Aritz, Mazuelas, Santiago
Format: Preprint
Veröffentlicht: 2021
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author Bondugula, Kartheek
Álvarez, Verónica
Segovia-Martín, José I.
Pérez, Aritz
Mazuelas, Santiago
author_facet Bondugula, Kartheek
Álvarez, Verónica
Segovia-Martín, José I.
Pérez, Aritz
Mazuelas, Santiago
contents Libraries for supervised classification have enabled the wide-spread usage of machine learning methods. Existing libraries, such as scikit-learn, caret, and mlpack, implement techniques based on the classical empirical risk minimization (ERM) approach. We present a Python library, MRCpy, that implements minimax risk classifiers (MRCs) based on the robust risk minimization (RRM) approach. The library offers multiple variants of MRCs that can provide performance guarantees, enable efficient learning in high dimensions, and adapt to distribution shifts. MRCpy follows an object-oriented approach and adheres to the standards of popular Python libraries, such as scikit-learn, facilitating readability and easy usage together with a seamless integration with other libraries. The source code is available under the GPL-3.0 license at https://github.com/MachineLearningBCAM/MRCpy.
format Preprint
id arxiv_https___arxiv_org_abs_2108_01952
institution arXiv
publishDate 2021
record_format arxiv
spellingShingle MRCpy: A Library for Minimax Risk Classifiers
Bondugula, Kartheek
Álvarez, Verónica
Segovia-Martín, José I.
Pérez, Aritz
Mazuelas, Santiago
Machine Learning
Libraries for supervised classification have enabled the wide-spread usage of machine learning methods. Existing libraries, such as scikit-learn, caret, and mlpack, implement techniques based on the classical empirical risk minimization (ERM) approach. We present a Python library, MRCpy, that implements minimax risk classifiers (MRCs) based on the robust risk minimization (RRM) approach. The library offers multiple variants of MRCs that can provide performance guarantees, enable efficient learning in high dimensions, and adapt to distribution shifts. MRCpy follows an object-oriented approach and adheres to the standards of popular Python libraries, such as scikit-learn, facilitating readability and easy usage together with a seamless integration with other libraries. The source code is available under the GPL-3.0 license at https://github.com/MachineLearningBCAM/MRCpy.
title MRCpy: A Library for Minimax Risk Classifiers
topic Machine Learning
url https://arxiv.org/abs/2108.01952