Multi-class Cost-sensitive Learning Research Articles

A multiphase cost-sensitive learning method based on the multiclass three-way decision-theoretic rough set model

The decision-theoretic rough set (DTRS) can be regarded as a type of cost-sensitive learning method that incorporates cost functions. Three-way decisions for an object are made in the DTRS model to obtain the minimum Bayesian decision cost, including acceptance, rejection and deferment decisions. However, because the cost matrix in traditional cost-sensitive learning problems does not include the cost for deferment decisions, DTRS cannot be directly used to solve traditional cost-sensitive learning problems. In this paper, we present a multiclass three-way decision-theoretic rough set model that can be directly applied to traditional cost-sensitive learning problems. This model can calculate the corresponding cost for deferment decisions based on the traditional cost matrix. In addition, we propose a multiphase cost-sensitive learning method based on the multiclass three-way decision-theoretic rough set model. The deferment and rejection samples are reduced and eliminated through multiphase iterative learning. Compared with the existing multiclass cost-sensitive learning methods, our proposed method can achieve higher classification accuracy and lower misclassification cost.

Cost-sensitive design of error correcting output codes

Many real world applications involve multiclass cost-sensitive learning problems. However, some well-worked binary cost-sensitive learning algorithms cannot be extended into multiclass cost-sensitive learning directly. It is meaningful to decompose the complex multiclass cost-sensitive classification problem into a series of binary cost-sensitive classification problems. So, in this paper we propose an alternative and efficient decomposition framework, using the original error correcting output codes. The main problem in our framework is how to evaluate the binary costs for each binary cost-sensitive base classifier. To solve this problem, we proposed to compute the expected misclassification costs starting from the given multiclass cost matrix. Furthermore, the general formulations to compute the binary costs are given. Experimental results on several synthetic and UCI datasets show that our method can obtain comparable performance in comparison with the state-of-the-art methods.

Cost-Sensitive back-propagation neural networks with binarization techniques in addressing multi-class problems and non-competent classifiers

Multi-class classification problems can be addressed by using decomposition strategy. One of the most popular decomposition techniques is the One-vs-One (OVO) strategy, which consists of dividing multi-class classification problems into as many as possible pairs of easier-to-solve binary sub-problems. To discuss the presence of classes with different cost, in this paper, we examine the behavior of an ensemble of Cost-Sensitive Back-Propagation Neural Networks (CSBPNN) with OVO binarization techniques for multi-class problems. To implement this, the original multi-class cost-sensitive problem is decomposed into as many sub-problems as possible pairs of classes and each sub-problem is learnt in an independent manner using CSBPNN. Then a combination method is used to aggregate the binary cost-sensitive classifiers. To verify the synergy of the binarization technique and CSBPNN for multi-class cost-sensitive problems, we carry out a thorough experimental study. Specifically, we first develop the study to check the effectiveness of the OVO strategy for multi-class cost-sensitive learning problems. Then, we develop a comparison of several well-known aggregation strategies in our scenario. Finally, we explore whether further improvement can be achieved by using the management of non-competent classifiers. The experimental study is performed with three types of cost matrices and proper statistical analysis is employed to extract the meaningful findings.

Detecting financial misstatements with fraud intention using multi-class cost-sensitive learning

We develop multi-class financial misstatement detection models to detect misstatements with fraud intention. Hennes, Leone and Miller (2008) conducted a post-event analysis of financial restatements and classified restatements as intentional or unintentional. Using their results (along with non-misstated firms) in the form of a three-class target variable, we develop three multi-class classifiers, multinomial logistic regression, support vector machine, and Bayesian networks, as predictive tools to detect and classify misstatements according to the presence of fraud intention. To deal with class imbalance and asymmetric misclassification costs, we undertake cost-sensitive learning using MetaCost. We evaluate features from previous studies of detecting fraudulent intention and material misstatements. Features such as the short interest ratio and the firm-efficiency measure show discriminatory potential. The yearly and quarterly context-based feature set created further improves the performance of the classifiers.

Towards Maximizing the Area Under the ROC Curve for Multi-Class Classification Problems

The Area Under the ROC Curve (AUC) metric has achieved a big success in binary classification problems since they measure the performance of classifiers without making any specific assumptions about the class distribution and misclassification costs. This is desirable because the class distribution and misclassification costs may be unknown during training process or even change in environment. MAUC, the extension of AUC to multi-class problems, has also attracted a lot of attention. However, despite the emergence of approaches for training classifiers with large AUC, little has been done for MAUC. This paper analyzes MAUC in-depth, and reveals that the maximization of MAUC can be achieved by decomposing the multi-class problem into a number of independent sub-problems. These sub-problems are formulated in the form of a “learning to rank” problem, for which well-established methods already exist. Based on the analysis, a method that employs RankBoost algorithm as the sub-problem solver is proposed to achieve classification systems with maximum MAUC. Empirical studies have shown the advantages of the proposed method over other eight relevant methods. Due to the importance of MAUC to multi-class cost-sensitive learning and class imbalanced learning problems, the proposed method is a general technique for both problems. It can also be generalized to accommodate other learning algorithms as the sub-problem solvers.

Cost-Sensitive Face Recognition

Most traditional face recognition systems attempt to achieve a low recognition error rate, implicitly assuming that the losses of all misclassifications are the same. In this paper, we argue that this is far from a reasonable setting because, in almost all application scenarios of face recognition, different kinds of mistakes will lead to different losses. For example, it would be troublesome if a door locker based on a face recognition system misclassified a family member as a stranger such that she/he was not allowed to enter the house, but it would be a much more serious disaster if a stranger was misclassified as a family member and allowed to enter the house. We propose a framework which formulates the face recognition problem as a multiclass cost-sensitive learning task, and develop two theoretically sound methods for this task. Experimental results demonstrate the effectiveness and efficiency of the proposed methods.

On the role of cost-sensitive learning in multi-class brain-computer interfaces

Brain-computer interfaces (BCIs) present an alternative way of communication for people with severe disabilities. One of the shortcomings in current BCI systems, recently put forward in the fourth BCI competition, is the asynchronous detection of motor imagery versus resting state. We investigated this extension to the three-class case, in which the resting state is considered virtually lying between two motor classes, resulting in a large penalty when one motor task is misclassified into the other motor class. We particularly focus on the behavior of different machine-learning techniques and on the role of multi-class cost-sensitive learning in such a context. To this end, four different kernel methods are empirically compared, namely pairwise multi-class support vector machines (SVMs), two cost-sensitive multi-class SVMs and kernel-based ordinal regression. The experimental results illustrate that ordinal regression performs better than the other three approaches when a cost-sensitive performance measure such as the mean-squared error is considered. By contrast, multi-class cost-sensitive learning enables us to control the number of large errors made between two motor tasks.

A closed-form reduction of multi-class cost-sensitive learning to weighted multi-class learning

In cost-sensitive learning, misclassification costs can vary for different classes. This paper investigates an approach reducing a multi-class cost-sensitive learning to a standard classification task based on the data space expansion technique developed by Abe et al., which coincides with Elkan's reduction with respect to binary classification tasks. Using this proposed reduction approach, a cost-sensitive learning problem can be solved by considering a standard 0 / 1 loss classification problem on a new distribution determined by the cost matrix. We also propose a new weighting mechanism to solve the reduced standard classification problem, based on a theorem stating that the empirical loss on independently identically distributed samples from the new distribution is essentially the same as the loss on the expanded weighted training set. Experimental results on several synthetic and benchmark datasets show that our weighting approach is more effective than existing representative approaches for cost-sensitive learning.