KFHE-HOMER: A multi-label ensemble classification algorithm exploiting sensor fusion properties of the Kalman filter

Multi-label classification allows a datapoint to be labelled with more than one class at the same time. In spite of their success in multi-class classification problems, ensemble methods based on approaches other than bagging have not been widely explored for multi-label classification problems. The Kalman Filter-based Heuristic Ensemble (KFHE) is a recent ensemble method that exploits the sensor fusion properties of the Kalman filter to combine several classifier models, and that has been shown to be very effective. This article proposes KFHE-HOMER, an extension of the KFHE ensemble approach to the multi-label domain. KFHE-HOMER sequentially trains multiple HOMER multi-label classifiers and aggregates their outputs using the sensor fusion properties of the Kalman filter. Experiments described in this article show that KFHE-HOMER performs consistently better than existing multi-label methods including existing approaches based on ensembles.