Multiple costs based decision making with back-propagation neural networks

Authors:
Guang-Zhi Ma;Enmin Song;Chih-Cheng Hung;Li Su;Dong-Shan Huang
Affiliations:
Huazhong University of Science and Technology, 1037 Luoyu Road, Wuhan, HB 430074, China;Huazhong University of Science and Technology, 1037 Luoyu Road, Wuhan, HB 430074, China;Southern Polytechnic State University, 1100 South Marietta Parkway, Marietta, GA 30060-2896, USA;Huazhong University of Science and Technology, 1037 Luoyu Road, Wuhan, HB 430074, China;Huazhong University of Science and Technology, 1037 Luoyu Road, Wuhan, HB 430074, China
Venue:
Decision Support Systems
Year:
2012

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Abstract

The current research investigates a single cost for cost-sensitive neural networks (CNN) for decision making. This may not be feasible for real cost-sensitive decisions which involve multiple costs. We propose to modify the existing model, the traditional back-propagation neural networks (TNN), by extending the back-propagation error equation for multiple cost decisions. In this multiple-cost extension, all costs are normalized to be in the same interval (i.e. between 0 and 1) as the error estimation generated in the TNN. A comparative analysis of accuracy dependent on three outcomes for constant costs was performed: (1) TNN and CNN with one constant cost (CNN-1C), (2) TNN and CNN with two constant costs (CNN-2C), and (3) CNN-1C and CNN-2C. A similar analysis for accuracy was also made for non-constant costs; (1) TNN and CNN with one non-constant cost (CNN-1NC), (2) TNN and CNN with two non-constant costs (CNN-2NC), and (3) CNN-1NC and CNN-2NC. Furthermore, we compared the misclassification cost for CNNs for both constant and non-constant costs (CNN-1C vs. CNN-2C and CNN-1NC vs. CNN-2NC). Our findings demonstrate that there is a competitive behavior between the accuracy and misclassification cost in the proposed CNN model. To obtain a higher accuracy and lower misclassification cost, our results suggest merging all constant cost matrices into one constant cost matrix for decision making. For multiple non-constant cost matrices, our results suggest maintaining separate matrices to enhance the accuracy and reduce the misclassification cost.