Source code for Kalman Filter-based Heuristic Ensemble (KFHE).
Full details of our methodology and algorithm are provided in the paper [PDF]:
Kalman Filter-based Heuristic Ensemble (KFHE): A New Perspective on Multi-class Ensemble Classification Using Kalman Filters,
Arjun Pakrashi, Brian Mac Namee
Information Sciences,
2019,
ISSN 0020-0255,
https://doi.org/10.1016/j.ins.2019.02.017.
(http://www.sciencedirect.com/science/article/pii/S0020025519301264)