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Cost-Sensitive Online Classification

delete2014-10-01
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OA
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J
Jialei Wang *
P
Peilin Zhao
S
Steven C. H. Hoi
DOI:10.1109/TKDE.2013.157delete
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摘要

摘要

En 中文
Both cost-sensitive classification and online learning have been extensively studied in data mining and machine learning communities, respectively. However, very limited study addresses an important intersecting problem, that is, Cost-Sensitive Online Classification. In this paper, we formally study this problem, and propose a new framework for Cost-Sensitive Online Classification by directly optimizing cost-sensitive measures using online gradient descent techniques. Specifically, we propose two novel cost-sensitive online classification algorithms, which are designed to directly optimize two well-known cost-sensitive measures: (i) maximization of weighted sum of sensitivity and specificity, and (ii) minimization of weighted misclassification cost. We analyze the theoretical bounds of the cost-sensitive measures made by the proposed algorithms, and extensively examine their empirical performance on a variety of cost-sensitive online classification tasks. Finally, we demonstrate the application of the proposed technique for solving several online anomaly detection tasks, showing that the proposed technique could be a highly efficient and effective tool to tackle cost-sensitive online classification tasks in various application domains.
Keyword:
Cost-sensitive classification
online learning
online gradient descent
online anomaly detection
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期刊

IEEE Transactions on Knowledge and Data Engineering 封面图
IEEE Transactions on Knowledge and Data Engineering
IF:
10.4
论文数:
6.8K
被引数:
3.2W

机构

S
Singapore Management University
学者数:
1.5K
论文数: 2.5K
被引数: 3.5K
N
Nanyang Technological University
学者数:
4.9W
论文数: 4.8W
被引数: 8.1W
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