Angle-based cost-sensitive multicategory classification

Yi Yang, Yuxuan Guo and Xiangyu Chang

Computational Statistics & Data Analysis, 2021, vol. 156, issue C

Abstract: Many real-world classification problems come with costs which can vary for different types of misclassification. It is thus important to develop cost-sensitive classifiers which minimize the total misclassification cost. Although binary cost-sensitive classifiers have been well-studied, solving multicategory classification problems is still challenging. A popular approach to address this issue is to construct K classification functions for a K-class problem and remove the redundancy by imposing a sum-to-zero constraint. However, such method usually results in higher computational complexity and inefficient algorithms. In this article, we propose a novel angle-based cost-sensitive classification framework for multicategory classification without the sum-to-zero constraint. Loss functions that included in the angle-based cost-sensitive classification framework are further justified to be Fisher consistent. To show the usefulness of the framework, two cost-sensitive multicategory boosting algorithms are derived as concrete instances. Numerical experiments demonstrate that the proposed boosting algorithms yield competitive classification performances against other existing boosting approaches.

Keywords: Multicategory classification; Cost-sensitive learning; Fisher consistency; Boosting (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:156:y:2021:i:c:s0167947320301985

DOI: 10.1016/j.csda.2020.107107

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