Empirical Analysis of Machine Learning Algorithms for Multiclass Prediction

Abstract

With the emergence of big data and the interest in deriving valuable insights from ever-growing and ever-changing streams of data, machine learning has appeared as an effective data analytic technique as compared to traditional methodologies. Big data has become a source of incredible business value for almost every industry. In this context, machine learning plays an indispensable role of providing smart data analysis capabilities for uncovering hidden patterns. These patterns are later translated into automating certain aspects of the decision-making processes using machine learning classifiers. This paper presents a state-of-the-art comparative analysis of machine learning and deep learning-based classifiers for multiclass prediction. The experimental setup consisted of 11 datasets derived from different domains, publicly available at the repositories of UCI and Kaggle. The classifiers include Naïve Bayes (NB), decision trees (DTs), random forest (RF), gradient boosted decision trees (GBDTs), and deep learning-based convolutional neural networks (CNN). The results prove that the ensemble-based GBDTs outperform other algorithms in terms of accuracy, precision, and recall. RF and CNN show nearly similar performance on most datasets and outperform the traditional NB and DTs. On the other hand, NB shows the lowest performance as compared to other algorithms. It is worth mentioning that DTs show the lowest precision score on the Titanic dataset. One of the main reasons is that DTs suffer from overfitting and use a greedy approach for attribute relationship analysis.