Cost-sensitive online classification
Both cost-sensitive classification and online learning have been studied extensively in data mining and machine learning communities, respectively. It is a bit surprising that there was very limited comprehensive study for addressing an important intersecting problem, that is, cost-sensitive online...
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2013
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| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/99920 http://hdl.handle.net/10220/13025 |
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| Institution: | Nanyang Technological University |
| Language: | English |
| Summary: | Both cost-sensitive classification and online learning have been studied extensively in data mining and machine learning communities, respectively. It is a bit surprising that there was very limited comprehensive study for addressing an important intersecting problem, that is, cost-sensitive online classification. In this paper, we formally study this problem, and propose a new framework for cost-sensitive online classification by exploiting the idea of online gradient descent techniques. Based on the framework, we propose a family of cost-sensitive online classification algorithms, which are designed to directly optimize two well-known cost-sensitive measures: (i) maximization of weighted sum of sensitivity and specificity, and (ii) minimization of weighted misclassification cost. We analyze the theoretical bounds of the cost-sensitive measures made by the proposed algorithms, and extensively examine their empirical performance on a variety of cost-sensitive online classification tasks. |
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