MRCpy: A Library for Minimax Risk Classifiers
- URL: http://arxiv.org/abs/2108.01952v4
- Date: Wed, 29 May 2024 13:51:15 GMT
- Title: MRCpy: A Library for Minimax Risk Classifiers
- Authors: Kartheek Bondugula, Verónica Álvarez, José I. Segovia-Martín, Aritz Pérez, Santiago Mazuelas,
- Abstract summary: Python library, MRCpy, implements minimax risk classifiers (MRCs) based on the robust risk minimization (RRM) approach.
MRCpy follows the standards of popular Python libraries, such as scikit-learn, facilitating readability and easy usage together with a seamless integration with other libraries.
- Score: 10.380882297891272
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: 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.
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