Hi Nirmal,

However, ensemble would need test data to decide on the weight given to
each model ( am I correct?)

If that is the case, we have to do this in the ML, not CEP.

I think also we need stats etc on accuracy. So we have to do this in ML
anyway.

Thanks
Srinath

On Thu, Sep 24, 2015 at 10:37 PM, Maheshakya Wijewardena <
[email protected]> wrote:

> Indeed we should include bagging and boosting for linear models for
> bias-variance trade-off. But these methods only concern a single learner at
> a given moment and trains on the same dataset by sampling.
> Our most imminent concern is to create ensemble of models created with
> different datasets (different, but same features).
>
> It would be ideal if we can get a bagging mechanism for dataset versions.
>
> On Thu, Sep 24, 2015 at 10:28 PM, Upul Bandara <[email protected]> wrote:
>
>> Looks like a nice idea to try.
>>
>> But I have a little concern  regarding how this is going affect the
>> performance of stream processing especially when we have some expensive
>> algorithms as base learners.
>>
>> As an alternative, we can try bagging with less expensive algorithms.
>>
>>
>>
>> On Thu, Sep 24, 2015 at 9:54 PM, Maheshakya Wijewardena <
>> [email protected]> wrote:
>>
>>> There are constrained optimization techniques to determine the optimal
>>> convex combinations of weights which we can implement, but at the moment we
>>> need to get the vanilla majority voting scheme implemented.
>>> Moreover the weighting will be more important in numerical prediction.
>>>
>>> On Thu, Sep 24, 2015 at 9:48 PM, Nirmal Fernando <[email protected]>
>>> wrote:
>>>
>>>> Thanks Supun! Initially I thought to have same weights, but excellent
>>>> suggestion on accuracy based weights.
>>>>
>>>> On Thu, Sep 24, 2015 at 9:45 PM, Supun Sethunga <[email protected]>
>>>> wrote:
>>>>
>>>>> +1 for the idea, and looks very feasible!
>>>>>
>>>>> May be we need to decide on a voting criteria, if we already don't
>>>>> have any, such as whether to assign similar weights to all the 
>>>>> classifiers,
>>>>> or to assigns weights on their accuracy at the validation phase, etc..
>>>>>
>>>>> Thanks,
>>>>> Supun
>>>>>
>>>>>
>>>>> On Thu, Sep 24, 2015 at 11:54 AM, Nirmal Fernando <[email protected]>
>>>>> wrote:
>>>>>
>>>>>> Hi All,
>>>>>>
>>>>>> In statistics and *machine learning*, *ensemble* methods use
>>>>>> multiple *learning* algorithms to obtain better predictive
>>>>>> performance that could be obtained from any of the constituent
>>>>>> *learning* algorithms.
>>>>>>
>>>>>> We thought of implementing ensemble in CEP-ML extension. CEP-ML
>>>>>> extension will be initialized using a list of ML model paths. When an 
>>>>>> event
>>>>>> is received, CEP-ML extension will perform predictions using all the 
>>>>>> models
>>>>>> and output the majority vote.
>>>>>>
>>>>>> We can implement the same, in ESB-ML extension.
>>>>>>
>>>>>> Thoughts are welcome!
>>>>>>
>>>>>>
>>>>>> ---------- Forwarded message ----------
>>>>>> From: Manorama Perera <[email protected]>
>>>>>> Date: Thu, May 14, 2015 at 3:35 PM
>>>>>> Subject: CEP Extension for Machine Learner Predictions
>>>>>> To: architecture <[email protected]>
>>>>>> Cc: Nirmal Fernando <[email protected]>, Srinath Perera <
>>>>>> [email protected]>, Supun Sethunga <[email protected]>, Upul Bandara <
>>>>>> [email protected]>, Sriskandarajah Suhothayan <[email protected]>,
>>>>>> Maheshakya Wijewardena <[email protected]>
>>>>>>
>>>>>>
>>>>>> Hi,
>>>>>>
>>>>>> We are in the process of implementing a CEP extension for Machine
>>>>>> Learner Predictions. This extension allows the machine learning models
>>>>>> generated by WSO2 ML to be used within CEP for predictions.
>>>>>>
>>>>>> To use this, following ML features need to be installed in CEP.
>>>>>>
>>>>>>    - Machine Learner Core feature
>>>>>>    - Machine Learner Commons feature
>>>>>>    - Machine Learner Database Service feature
>>>>>>
>>>>>> This extension is implemented as a *StreamProcessor*.
>>>>>>
>>>>>> *The syntax :*
>>>>>>
>>>>>> There are two possible ways to use the extension.
>>>>>>
>>>>>> *<stream-name>#ml:predict(‘<path-to-ML-model>’) *
>>>>>>
>>>>>> *<stream-name>#ml:predict('<path-to-ML-model>', attribute 1,
>>>>>> attribute 2, .......)*
>>>>>>
>>>>>> *path-to-MLModel*
>>>>>>
>>>>>> The storage location of the Machine learning model can be either
>>>>>> registry or file system.
>>>>>>
>>>>>> If the model is stored in the registry, *path-to-ML-model* should
>>>>>> have the prefix *registry:*
>>>>>> If the model is stored in the file system, *path-to-ML-model* should
>>>>>> have the prefix *file:*
>>>>>>
>>>>>> *attribute 1, attribute 2, ….*
>>>>>>
>>>>>> These are the attribute names of the stream. The values of these
>>>>>> attributes are sent to the MLModel as feature input values. When the
>>>>>> attribute names are not explicitly given, the extension will map the
>>>>>> attribute names of the stream with the feature names of the ML model.
>>>>>>
>>>>>> The output events will contain the attribute* prediction* which
>>>>>> holds the prediction result for that particular event.
>>>>>>
>>>>>> Thanks.
>>>>>>
>>>>>> --
>>>>>> Manorama Perera
>>>>>> Software Engineer
>>>>>> WSO2, Inc.;  http://wso2.com/
>>>>>> Mobile : +94716436216
>>>>>>
>>>>>>
>>>>>>
>>>>>> --
>>>>>>
>>>>>> Thanks & regards,
>>>>>> Nirmal
>>>>>>
>>>>>> Team Lead - WSO2 Machine Learner
>>>>>> Associate Technical Lead - Data Technologies Team, WSO2 Inc.
>>>>>> Mobile: +94715779733
>>>>>> Blog: http://nirmalfdo.blogspot.com/
>>>>>>
>>>>>>
>>>>>>
>>>>>
>>>>>
>>>>> --
>>>>> *Supun Sethunga*
>>>>> Software Engineer
>>>>> WSO2, Inc.
>>>>> http://wso2.com/
>>>>> lean | enterprise | middleware
>>>>> Mobile : +94 716546324
>>>>>
>>>>
>>>>
>>>>
>>>> --
>>>>
>>>> Thanks & regards,
>>>> Nirmal
>>>>
>>>> Team Lead - WSO2 Machine Learner
>>>> Associate Technical Lead - Data Technologies Team, WSO2 Inc.
>>>> Mobile: +94715779733
>>>> Blog: http://nirmalfdo.blogspot.com/
>>>>
>>>>
>>>>
>>>
>>>
>>> --
>>> Pruthuvi Maheshakya Wijewardena
>>> Software Engineer
>>> WSO2 : http://wso2.com/
>>> Email: [email protected]
>>> Mobile: +94711228855
>>>
>>>
>>>
>>
>>
>> --
>> Upul Bandara,
>> Associate Technical Lead, WSO2, Inc.,
>> Mob: +94 715 468 345.
>>
>
>
>
> --
> Pruthuvi Maheshakya Wijewardena
> Software Engineer
> WSO2 : http://wso2.com/
> Email: [email protected]
> Mobile: +94711228855
>
>
>


-- 
============================
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