A Learning Algorithm for Risk-Sensitive Cost
نویسندگان
چکیده
منابع مشابه
A New Formulation for Cost-Sensitive Two Group Support Vector Machine with Multiple Error Rate
Support vector machine (SVM) is a popular classification technique which classifies data using a max-margin separator hyperplane. The normal vector and bias of the mentioned hyperplane is determined by solving a quadratic model implies that SVM training confronts by an optimization problem. Among of the extensions of SVM, cost-sensitive scheme refers to a model with multiple costs which conside...
متن کاملProposing a Novel Cost Sensitive Imbalanced Classification Method based on Hybrid of New Fuzzy Cost Assigning Approaches, Fuzzy Clustering and Evolutionary Algorithms
In this paper, a new hybrid methodology is introduced to design a cost-sensitive fuzzy rule-based classification system. A novel cost metric is proposed based on the combination of three different concepts: Entropy, Gini index and DKM criterion. In order to calculate the effective cost of patterns, a hybrid of fuzzy c-means clustering and particle swarm optimization algorithm is utilized. This ...
متن کاملCredit Card Fraud Detection using Data mining and Statistical Methods
Due to today’s advancement in technology and businesses, fraud detection has become a critical component of financial transactions. Considering vast amounts of data in large datasets, it becomes more difficult to detect fraud transactions manually. In this research, we propose a combined method using both data mining and statistical tasks, utilizing feature selection, resampling and cost-...
متن کاملA particle swarm optimization algorithm for minimization analysis of cost-sensitive attack graphs
To prevent an exploit, the security analyst must implement a suitable countermeasure. In this paper, we consider cost-sensitive attack graphs (CAGs) for network vulnerability analysis. In these attack graphs, a weight is assigned to each countermeasure to represent the cost of its implementation. There may be multiple countermeasures with different weights for preventing a single exploit. Also,...
متن کاملRisk-Sensitive Learning via Expected Shortfall Minimization
A new approach for cost-sensitive classification is proposed. We extend the framework of cost-sensitive learning to mitigate risks of huge costs occurring with low probabilities, and propose an algorithm that achieves this goal. Instead of minimizing the expected cost commonly used in cost-sensitive learning, our algorithm minimizes expected shortfall, a.k.a. conditional value-at-risk, known as...
متن کاملCost-Sensitive Support Vector Machines
A new procedure for learning cost-sensitive SVM(CS-SVM) classifiers is proposed. The SVM hinge loss is extended to the cost sensitive setting, and the CS-SVM is derived as the minimizer of the associated risk. The extension of the hinge loss draws on recent connections between risk minimization and probability elicitation. These connections are generalized to cost-sensitive classification, in a...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Math. Oper. Res.
دوره 33 شماره
صفحات -
تاریخ انتشار 2008