On multi-class cost-sensitive learning

  • Authors:
  • Zhi-Hua Zhou;Xu-Ying Liu

  • Affiliations:
  • National Laboratory for Novel Software Technology, Nanjing University, Nanjing, China;National Laboratory for Novel Software Technology, Nanjing University, Nanjing, China

  • Venue:
  • AAAI'06 Proceedings of the 21st national conference on Artificial intelligence - Volume 1
  • Year:
  • 2006

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Abstract

A popular approach to cost-sensitive learning is to rescale the classes according to their misclassification costs. Although this approach is effective in dealing with binary-class problems, recent studies show that it is often not so helpful when being applied to multi-class problems directly. This paper analyzes that why the traditional rescaling approach is often helpless on multi-class problems, which reveals that before applying rescaling, the consistency of the costs must be examined. Based on the analysis. a new approach is presented, which should be the choice if the user wants to use rescaling for multi-class cost-sensitive learning. Moreover, this paper shows that the proposed approach is helpful when unequal misclassification costs and class imbalance occur simultaneously, and can also be used to tackle pure class-imbalance learning. Thus, the preposed approach provides a unified framework for using rescaling to address multi-class cost-sensitive learning as well as multi-class class-imbalance learning.