Large margin cost-sensitive learning of conditional random fields

Abstract

We tackle the structured output classification problem using the Conditional Random Fields (CRFs). Unlike the standard 0/1 loss case, we consider a cost-sensitive learning setting where we are given a non-0/1 misclassification cost matrix at the individual output level. Although the task of cost-sensitive classification has many interesting practical applications that retain domain-specific scales in the output space (e.g., hierarchical or ordinal scale), most CRF learning algorithms are unable to effectively deal with the cost-sensitive scenarios as they merely assume a nominal scale (hence 0/1 loss) in the output space. In this paper, we incorporate the cost-sensitive loss into the large margin learning framework. By large margin learning, the proposed algorithm inherits most benefits from the SVM-like margin-based classifiers, such as the provable generalization error bounds. Moreover, the soft-max approximation employed in our approach yields a convex optimization similar to the standard CRF learning with only slight modification in the potential functions. We also provide the theoretical cost-sensitive generalization error bound. We demonstrate the improved prediction performance of the proposed method over the existing approaches in a diverse set of sequence/image structured prediction problems that often arise in pattern recognition and computer vision domains.