EEM

Simple python implementation of Extreme Entropy Machines http://link.springer.com/article/10.1007/s10044-015-0497-8#

What is EEM?

Proposed model is a binary classifier belonging to the family of Randomized Neural Networks. From technical perspective it is a 1-hidden layer neural network, which uses a gaussian density estimator in the output layer based on Ledoit-Wolf covariance estimator to perform information theoretic based optimization.

When to use EEM?

EEM is quite specific model, so make sure that it is well suited for your problem, by answering following questions:

• It your problem a binary classification?
• Do you care about balanced accuracy (or GMean)?
• Do you need a fast, low-parametric model (possible at the cost of accuracy)?

If you answered yes for all the above - EEM is for you, have fun!

What are the main strengths of the model?

• It is very simple to use.
• It learns rapidly.
• You get not only classification but also probability estimates.
• Wide range of activation functions can be used.
• It can be trained in an online-fashion efficiently (not yet implemented)

Citing

@article{czarnecki2015eem,
    title={Extreme Entropy Machines: Robust information theoretic classification},
    author={Czarnecki, Wojciech Marian and Tabor, Jacek},
    journal={Pattern Analysis and Applications},
    year={2015},
    doi={10.1007/s10044-015-0497-8},
}