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Incremental Cost-Sensitive Support Vector Machine With Linear-Exponential Loss
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DOI：10.1109/ACCESS.2020.3015954.png)
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Abstract
En 中文
Incremental learning or online learning as a branch of machine learning has attracted more attention recently. For large-scale problems and dynamic data problem, incremental learning overwhelms batch learning, because of its efficient treatment for new data. However, class imbalance problem, which always appears in online classification brings a considerable challenge for incremental learning. The serious class imbalance problem may directly lead to a useless learning system. Cost-sensitive learning is an important learning paradigm for class imbalance problems and widely used in many applications. In this article, we propose an incremental cost-sensitive learning method to tackle the class imbalance problems in the online situation. This proposed algorithm is based on a novel cost-sensitive support vector machine, which uses the Linear-exponential (LINEX) loss to implement high cost for minority class and low cost for majority class. Using the half-quadratic optimization, we first put forward the algorithm for the cost-sensitive support vector machine, called CSLINEX-SVM*. Then we propose the incremental cost-sensitive algorithm, ICSL-SVM. The results of numeric experiments demonstrate that the proposed incremental algorithm outperforms some conventional batch algorithms except the proposed CSLINEX-SVM*.
Keywords:
Support vector machines
Optimization
Machine learning algorithms
Machine learning
Computational modeling
Fasteners
Learning systems
Online learning
incremental learning
class imbalance
cost-sensitive
LINEX loss
support vector machine
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