Adaptive cost-sensitive online classification

• Main Authors: ZHAO, Peilin, ZHANG, Yifan, WU, Min, HOI, Steven C. H., TAN, Mingkui, HUANG, Junzhou
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2019
• Subjects: Adaptive Regularization; Cost-Sensitive Classification; Online Learning; Sketching Learning; Databases and Information Systems; Numerical Analysis and Scientific Computing
• Online Access: https://ink.library.smu.edu.sg/sis_research/4036; https://ink.library.smu.edu.sg/context/sis_research/article/5038/viewcontent/Adaptive_cost_sensitive_online_classification.pdf
• Institution: Singapore Management University

Cost-Sensitive Online Classification has drawn extensive attention in recent years, where the main approach is to directly online optimize two well-known cost-sensitive metrics: (i) weighted sum of sensitivity and specificity; (ii) weighted misclassification cost. However, previous existing methods...