代价敏感大间隔分布学习机 cost-sensitive large margin distribution machine.pdfVIP

代价敏感大间隔分布学习机 cost-sensitive large margin distribution machine.pdf

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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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