风险敏感的稀疏损失函数的多类别分类问题.pdfVIP

Available online at Information Sciences 178 (2008) 2621–2638 /locate/ins Risk-sensitive loss functions for sparse multi-category classification problems S. Suresh *, N. Sundararajan, P. Saratchandran School of Electrical and Electronics Engineering, Nanyang Technological University, 50 Nanyang Avenue, Singapore 638768, Singapore Received 14 July 2007; received in revised form 1 February 2008; accepted 6 February 2008 Abstract In this paper, we propose two risk-sensitive loss functions to solve the multi-category classification problems where the number of training samples is small and/or there is a high imbalance in the number of samples per class. Such problems are common in the bio-informatics/medical diagnosis areas. The most commonly used loss functions in the literature do not perform well in these problems as they minimize only the approximation error and neglect the estimation error due to imbalance in the training set. The proposed risk-sensitive loss functions minimize both the approximation and estimation error. We present an error analysis for the risk-sensitive loss functions along with other well known loss functions. Using a neural architecture, classifiers incorporating these risk-sensitive loss functions have been developed and their performance evaluated for two real world multi-class classification problems, viz., a satellite image classification problem and a micro- array gene expression based cancer classification problem. To study the effectiveness of the proposed loss functions, we have deliberately imbalanced the training samples in the satellite image problem and compared the performance of our neural classifiers