This paper discusses the problem of detecting cancer using such biomarkers as blood protein markers. The purpose of this research is to propose an approach for making decisions in the diagnosis of cancer through the creation of cost-sensitive SVM classifiers on the basis of datasets with a variety of features of different nature. Such datasets may include compositions of known features corresponding to blood protein markers and new features constructed using methods for calculating entropy and fractal dimensions, as well as using the UMAP algorithm. Based on these datasets, multiclass SVM classifiers were developed. They use cost-sensitive learning principles to overcome the class imbalance problem, which is typical for medical datasets. When implementing the UMAP algorithm, various variants of the loss function were considered. This was performed in order to select those that provide the formation of such new features that ultimately allow us to develop the best cost-sensitive SVM classifiers in terms of maximizing the mean value of the metric MacroF1−score. The experimental results proved the possibility of applying the UMAP algorithm, approximate entropy and, in addition, Higuchi and Katz fractal dimensions to construct new features using blood protein markers. It turned out that when working with the UMAP algorithm, the most promising is the application of a loss function on the basis of fuzzy cross-entropy, and the least promising is the application of a loss function on the basis of intuitionistic fuzzy cross-entropy. Augmentation of the original dataset with either features on the basis of the UMAP algorithm, features on the basis of the UMAP algorithm and approximate entropy, or features on the basis of approximate entropy provided the creation of the three best cost-sensitive SVM classifiers with mean values of the metric MacroF1−score increased by 5.359%, 5.245% and 4.675%, respectively, compared to the mean values of this metric in the case when only the original dataset was utilized for creating the base SVM classifier (without performing any manipulations to overcome the class imbalance problem, and also without introducing new features).