Journal of Guangxi Normal University(Natural Science Edition) ›› 2010, Vol. 28 ›› Issue (3): 104-108.

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Binary Classification with Misclassification Cost and Reject Cost

ZOU Chao1, ZHENG En-hui1, REN Yu-ling2, ZHANG Ying3, FAN Yu-gang4   

  1. 1. College of Mechatronics Engineering,China Jiliang University,Hangzhou Zhejiang 310018,China;
    2. Zhejiang Tianda Environmental Protection Co. LTD,Hangzhou Zhejiang 310006,China;
    3. IBM Global Services Co. LTD,Shanghai 200032,China;
    4. College of Information Engineering and Automatics,Kunming University of Science and Technology, Kunming Yunnan 650000,China
  • Received:2010-05-08 Online:2010-09-20 Published:2023-02-06

Abstract: To minimize “0-1” loss,most of conventional classification algorithmsnon-explicitly assume that all results of classification are accepted.However,the assumption is inappliable to knowledge extraction in such fields as medical diagnosis,fault diagnosis and fraud detection.In this paper,the algorithm Cost-sensitive SVM with Class-dependent Misclassification Cost and Class-dependent Reject Cost (CSVM-CMC2RC) is proposed.In CSVM-CMC2RC algorithm,firstly,acost-sensitive SVM is trained to obtain the preliminary classification results.Secondly,the post probability of each sample is computed.Thirdly,the classification reliability of each sample is estimated.Finally,the optimal reject threshold and the final reject decision are determined based on minimizing the average cost.Experimental results demonstrate that the proposed CSVM-CMC2RC algorithm can reduce the misclassification rate and average cost,and the classification reliability is improved.

Key words: class-dependent misclassification cost, class-dependent reject cost, cost-sensitive SVM

CLC Number: 

  • TP18
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