Cost-sensitive online classification

• Main Authors: WANG, Jialei, ZHAO, Peilin, HOI, Steven C. H.
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2014
• Subjects: cost-sensitive classification; online learning; online gradient descent; online anomaly detection; Computer Sciences; Databases and Information Systems; Numerical Analysis and Scientific Computing
• Online Access: https://ink.library.smu.edu.sg/sis_research/2921; https://ink.library.smu.edu.sg/context/sis_research/article/3921/viewcontent/TKDE_2012_11_0798.pdf
• Institution: Singapore Management University

Both cost-sensitive classification and online learning have been extensively studied in data mining and machine learning communities, respectively. However, very limited study addresses an important intersecting problem, that is, “Cost-Sensitive Online Classification". In this paper, we formall...