valeman / scala-cp

Conformal Prediction in Scala

Scala-CP

Scala-CP is a Scala implementation of the Conformal Prediction (CP) framework, introduced by Vovk et. al. in the book Algorithmic Learning in a Random World. When assigning confidence to machine learning models, CP is a nice alternative to cross-validation. Instead of predicting a value for a certain feature vector, a conformal predictor outputs a prediction set/region that contains the correct prediction with probability 1-𝜺, where 𝜺 is a user-defined significance level. The choose of the significance level will of course influence the size of the prediction set/region. In alternative, using CP one can predict object-specific p-values for unseen examples.

Table of Contents

• Getting started
• Documentation
• Examples
  • Scala-CP with Spark MLlib
  • Scala-CP with LIBLINEAR
  • ZeppelinHub: Scala-CP with Spark MLlib
  • ZeppelinHub: LIBLINEAR CPs in parallel with Spark
• List of publications
• Roadmap

Getting started

Scala-CP can be used along with any Scala/Java machine learning library and algorithm. All you have to do is to add the Scala-CP dependency to your pom.xml file:

<dependencies>
  ...
  <dependency>
    <groupId>se.uu.it</groupId>
    <artifactId>cp</artifactId>
    <version>0.1.0</version>
  </dependency>
  ...
</dependencies>

Documentation

The API documentation is available at: https://mcapuccini.github.io/scala-cp/scaladocs/.

Examples

For some usage examples please refer to the unit tests:

• Scala-CP with Spark MLlib
• Scala-CP with LIBLINEAR

You can also refer to this Apache Zeppelin notebooks for more examples:

• ZeppelinHub: Scala-CP with Spark MLlib
• ZeppelinHub: LIBLINEAR CPs in parallel with Spark

List of publications

• M. Capuccini, L. Carlsson, U. Norinder and O. Spjuth, "Conformal Prediction in Spark: Large-Scale Machine Learning with Confidence," 2015 IEEE/ACM 2nd International Symposium on Big Data Computing (BDC), Limassol, 2015, pp. 61-67.

Roadmap

Inductive Conformal Prediction

• Classification
• Regression

Transductive Conformal Prediction

• Classification
• Regression