A Deep Model with Local Surrogate Loss for General Cost-sensitive Multi-label Learning

Multi-label learning is an important machine learning problem with a wide range of applications. The variety of criteria for satisfying different application needs calls for costsensitive algorithms, which can adapt to different criteria easily. Nevertheless, because of the sophisticated nature of the criteria for multi-label learning, cost-sensitive algorithms for general criteria are hard to design, and current cost-sensitive algorithms can at most deal with some special types of criteria. In this work, we propose a novel cost-sensitive multi-label learning model for any general criteria. Our key idea within the model is to iteratively estimate a surrogate loss that approximates the sophisticated criterion of interest near some local neighborhood, and use the estimate to decide a descent direction for optimization. The key idea is then coupled with deep learning to form our proposed model. Experimental results validate that our proposed model is superior to existing cost-sensitive algorithms and existing deep learning models across different criteria.