Multi-label thresholding for cost-sensitive classification

Abstract

Multi-label classification associates each instance with a set of labels which reflects the nature of a wide range of real-world applications. However, existing approaches assume that all labels have the same misclassification cost, whereas in real-world problems different types of misclassification errors have different costs, which are generally unknown in the training context or might change from one context to another. Thus, there is a demand for cost-sensitive classification methods that minimise the average misclassification cost rather than error rates or counts. In this paper, we adopt a simple yet general method, called thresholding, which applies to most classification algorithms to adapt them to cost-sensitive multi-label classification. This paper investigates current threshold choice approaches for multi-label classification. It explores the choice of single and multiple thresholds and extends some of the current techniques to support multi-label problems. Moreover, it proposes cost curves and scatter diagrams for performance evaluation in the multi-label setting. Experimental evaluation on 13 multi-label datasets demonstrates that there is no significant loss by adjusting a global threshold rather than a per-label threshold considering different misclassification costs across labels. Although tuning multiple thresholds is the obvious solution, the global threshold can also be valid.