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代价敏感大间隔分布学习机 cost-sensitive large margin distribution machine
DOI:10 .7544/issn1000‐1239 .2016
Journalof Computer Research andDevelopment 53(9):1964 1970 ,2016
(() 210023)
(() 210023)
(zhouyh@ lamda.nju.edu.cn)
Cost‐SensitiveLargeMarginDistributionMachine
Zhou Yuhang andZhouZhihua
( ( ), 210023)
( , 210023)
Abstract In many real world applications, different types of misclassification often suffer from
different losses,which can be described by costs.Cost‐sensitive learning tries to minimize the total
cost rather thanminimizetheerror rate.During thepastfew years,many effortshavebeendevotedto
cost‐sensitive learning. The basic strategy for cost‐sensitive learning is rescaling, which tries to
rebalance theclasses so that theinfluenceof different classes is proportional to their cost,and it has
been realized in different ways such as assigning different weights to training examples, resampling
the training examples, moving the decision thresholds, etc. Moreover, researchers integrated cost‐
sensitivity into some specific methods, and proposed alternative embedded approaches such as CS‐
SVM . In this paper, we propose the CS‐LDM (cost‐sensitive large margin distribution machine)
approach to tackle cost‐sensitive learning problems. Rather than maximize the minimum margin like
traditional support vector machines,CS‐LDM tries to optimize the margin distribution and efficiently
solve theoptimizationobjectiveby thedualcoordinatedescent method,toachievebetter generalization
performance.Experiments onaseriesof datasetsandcost settingsexhibit theimpressiveperformance
of CS‐LDM;in particular,CS‐LDM is able to reduce 24% moreaverage total cost than CS‐SVM .
Keyword
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