KFHE: Kalman Filter-based Heuristic Ensemble

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)