pycobra 0.2.5
Python implementation of COBRA algorithm with regression analysis
License: MIT
Keywords: Aggregation of Predictors,Regression Analysis,Voronoi Tesselation,Statistical Aggregation

|Travis Status| |Coverage Status| |Python27| |Python35|

pycobra
-------

Citation
~~~~~~~~~~~~~~~~~~~~~~~~~~

If you are using pycobra, please consider citing the following papers:

- Guedj and Srinivasa Desikan (2020), Kernel-based ensemble learning in Python. Information (`webpage <https://doi.org/10.3390/info11020063>`__)

- Guedj and Srinivasa Desikan (2018), Pycobra: A Python Toolbox for Ensemble Learning and Visualisation. Journal of Machine Learning Research (`webpage <http://jmlr.org/beta/papers/v18/17-228.html>`__)

- Biau, Fischer, Guedj and Malley (2016), COBRA: A combined regression strategy. Journal of Multivariate Analysis (`webpage <https://doi.org/10.1016/j.jmva.2015.04.007>`__)

All these references are included in the file ``pycobra.bib``.

What is pycobra?
~~~~~~~~~~~~~~~~~~~~~~~~~~

pycobra is a python library for ensemble learning. It serves as a
toolkit for regression and classification using these ensembled
machines, and also for visualisation of the performance of the new
machine and constituent machines. Here, when we say machine, we mean any
predictor or machine learning object - it could be a LASSO regressor, or
even a Neural Network. It is scikit-learn compatible and fits into the
existing scikit-learn ecosystem.

pycobra offers a python implementation of the COBRA algorithm introduced
by Biau et al. (2016) for regression.

Another algorithm implemented is the EWA (Exponentially Weighted
Aggregate) aggregation technique (among several other references, you
can check the paper by Dalalyan and Tsybakov (2007).

Apart from these two regression aggregation algorithms, pycobra
implements a version of COBRA for classification. This procedure has
been introduced by Mojirsheibani (1999).

pycobra also offers various visualisation and diagnostic methods built
on top of matplotlib which lets the user analyse and compare different
regression machines with COBRA. The Visualisation class also lets you
use some of the tools (such as Voronoi Tesselations) on other
visualisation problems, such as clustering.

pycobra is described in the `paper <http://jmlr.org/papers/v18/17-228.html>`__ "Pycobra: A Python Toolbox for Ensemble Learning and Visualisation",
Journal of Machine Learning Research, vol. 18 (190), 1--5.


Documentation and Examples
~~~~~~~~~~~~~~~~~~~~~~~~~~

The
`notebooks <https://github.com/bhargavvader/pycobra/tree/master/docs/notebooks>`__
directory showcases the usage of pycobra, with examples and basic usage.
The `documentation <https://modal.lille.inria.fr/pycobra/>`__ page further
covers how to use pycobra.

Installation
~~~~~~~~~~~~

Run ``pip install pycobra`` to download and install from PyPI.

Run ``python setup.py install`` for default installation.

Run ``python setup.py test`` to run all tests.

Run ``pip install .`` to install from source.

Dependencies
~~~~~~~~~~~~

-  Python 2.7+, 3.4+
-  numpy, scipy, scikit-learn, matplotlib, pandas, seaborn

References
~~~~~~~~~~

-  B. Guedj and B. Srinivasa Desikan (2018). Pycobra: A Python Toolbox for Ensemble Learning and Visualisation. 
   Journal of Machine Learning Research, vol. 18 (190), 1--5.
-  B. Guedj and B. Srinivasa Desikan (2020). Kernel-based ensemble learning in Python. 
   Information, vol. 11(2).
-  G. Biau, A. Fischer, B. Guedj and J. D. Malley (2016), COBRA: A
   combined regression strategy, Journal of Multivariate Analysis.
-  M. Mojirsheibani (1999), Combining Classifiers via Discretization,
   Journal of the American Statistical Association.
-  A. S. Dalalyan and A. B. Tsybakov (2007) Aggregation by exponential
   weighting and sharp oracle inequalities, Conference on Learning
   Theory.

.. |Travis Status| image:: https://travis-ci.org/bhargavvader/pycobra.svg?branch=master
   :target: https://travis-ci.org/bhargavvader/pycobra
.. |Coverage Status| image:: https://coveralls.io/repos/github/bhargavvader/pycobra/badge.svg?branch=master
   :target: https://coveralls.io/github/bhargavvader/pycobra?branch=master
.. |Python27| image:: https://img.shields.io/badge/python-2.7-blue.svg
   :target: https://pypi.python.org/pypi/pycobra
.. |Python35| image:: https://img.shields.io/badge/python-3.5-blue.svg
   :target: https://pypi.python.org/pypi/pycobra