The nature of statistical learning theory
The nature of statistical learning theory
MetaCost: a general method for making classifiers cost-sensitive
KDD '99 Proceedings of the fifth ACM SIGKDD international conference on Knowledge discovery and data mining
Toward cost-sensitive modeling for intrusion detection and response
Journal of Computer Security
A Database for Handwritten Text Recognition Research
IEEE Transactions on Pattern Analysis and Machine Intelligence
A Multiple Model Cost-Sensitive Approach for Intrusion Detection
ECML '00 Proceedings of the 11th European Conference on Machine Learning
Methods for cost-sensitive learning
Methods for cost-sensitive learning
Cost-Sensitive Learning by Cost-Proportionate Example Weighting
ICDM '03 Proceedings of the Third IEEE International Conference on Data Mining
An iterative method for multi-class cost-sensitive learning
Proceedings of the tenth ACM SIGKDD international conference on Knowledge discovery and data mining
IEEE Transactions on Knowledge and Data Engineering
Error limiting reductions between classification tasks
ICML '05 Proceedings of the 22nd international conference on Machine learning
Cost-sensitive boosting for classification of imbalanced data
Pattern Recognition
Support Vector Machinery for Infinite Ensemble Learning
The Journal of Machine Learning Research
On multi-class cost-sensitive learning
AAAI'06 Proceedings of the 21st national conference on Artificial intelligence - Volume 1
The foundations of cost-sensitive learning
IJCAI'01 Proceedings of the 17th international joint conference on Artificial intelligence - Volume 2
The WEKA data mining software: an update
ACM SIGKDD Explorations Newsletter
Combined regression and ranking
Proceedings of the 16th ACM SIGKDD international conference on Knowledge discovery and data mining
LIBSVM: A library for support vector machines
ACM Transactions on Intelligent Systems and Technology (TIST)
Data Mining: Concepts and Techniques
Data Mining: Concepts and Techniques
BIBM '11 Proceedings of the 2011 IEEE International Conference on Bioinformatics and Biomedicine
Sensitive error correcting output codes
COLT'05 Proceedings of the 18th annual conference on Learning Theory
Learning From Data
A fast and elitist multiobjective genetic algorithm: NSGA-II
IEEE Transactions on Evolutionary Computation
A comparison of methods for multiclass support vector machines
IEEE Transactions on Neural Networks
Building cost-sensitive decision trees for medical applications
AI Communications
Proceedings of the 2nd International Workshop on Big Data, Streams and Heterogeneous Source Mining: Algorithms, Systems, Programming Models and Applications
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Many real-world data mining applications need varying cost for different types of classification errors and thus call for cost-sensitive classification algorithms. Existing algorithms for cost-sensitive classification are successful in terms of minimizing the cost, but can result in a high error rate as the trade-off. The high error rate holds back the practical use of those algorithms. In this paper, we propose a novel cost-sensitive classification methodology that takes both the cost and the error rate into account. The methodology, called soft cost-sensitive classification, is established from a multicriteria optimization problem of the cost and the error rate, and can be viewed as regularizing cost-sensitive classification with the error rate. The simple methodology allows immediate improvements of existing cost-sensitive classification algorithms. Experiments on the benchmark and the real-world data sets show that our proposed methodology indeed achieves lower test error rates and similar (sometimes lower) test costs than existing cost-sensitive classification algorithms.