Efficient Discovery of Expressive Multi-label Rules using Relaxed Pruning

Being able to model correlations between labels is considered crucial in multi-label classification. Rule-based models enable to expose such dependencies, e.g., implications, subsumptions, or exclusions, in an interpretable and human-comprehensible manner. Albeit the number of possible label combinations increases exponentially with the number of available labels, it has been shown that rules with multiple labels in their heads, which are a natural form to model local label dependencies, can be induced efficiently by exploiting certain properties of rule evaluation measures and pruning the label search space accordingly. However, experiments have revealed that multi-label heads are unlikely to be learned by existing methods due to their restrictiveness. To overcome this limitation, we propose a plug-in approach that relaxes the search space pruning used by existing methods in order to introduce a bias towards larger multi-label heads resulting in more expressive rules. We further demonstrate the effectiveness of our approach empirically and show that it does not come with drawbacks in terms of training time or predictive performance.Comment: Preprint version. To appear in Proceedings of the 22nd International Conference on Discovery Science, 201

Conformal Rule-Based Multi-label Classification

We advocate the use of conformal prediction (CP) to enhance rule-based multi-label classification (MLC). In particular, we highlight the mutual benefit of CP and rule learning: Rules have the ability to provide natural (non-)conformity scores, which are required by CP, while CP suggests a way to calibrate the assessment of candidate rules, thereby supporting better predictions and more elaborate decision making. We illustrate the potential usefulness of calibrated conformity scores in a case study on lazy multi-label rule learning

Multivariate GARCH models: a survey

This paper surveys the most important developments in multivariate ARCH-type modelling. It reviews the model specifications and inference methods, and identifies likely directions of future research. Copyright © 2006 John Wiley & Sons, Ltd.