Abstract
The multi-label classification problem involves finding a model that maps a set of input features to more than one output label. Class imbalance is a serious issue in multi-label classification. We introduce an extension of structured forests, a type of random forest used for structured prediction, called Sparse Oblique Structured Hellinger Forests (SOSHF). We explore using structured forests in the general multi-label setting and propose a new imbalance-aware formulation by altering how the splitting functions are learned in two ways. First, we account for cost-sensitivity when converting the multi-label problem to a single-label problem at each node in the tree. Second, we introduce a new objective function for determining oblique splits based on the Hellinger distance, a splitting criterion that has been shown to be robust to class imbalance. We empirically validate our method on a number of benchmarks against standard and state-of-the-art multi-label classification algorithms with improved results.
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