This paper revisits the problem of optimal learning and decision-making when different misclassification errors incur different penalties. We characterize precisely but intuitively when a cost matrix is reasonable, and we show how to avoid the mistake of defining a cost matrix that is economically incoherent. For the two-class case, we prove a theorem that shows how to change the proportion of ...

Active learning techniques aim to reduce the amount of labeled data required for a supervised learner to achieve a certain level of performance. This can be very useful in domains where unlabeled data is easy to obtain but labelling data is costly. In this dissertation, I introduce methods of creating computationally efficient active learning techniques that handle different misclassification c...

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...

It is common to control access to critical information based on the need-to-know principle; The requests for access are authorized only if the content of the requested information is relevant to the requester’s project. We formulate such a dichotomous decision in a machine learning framework. Although the cost for misclassifying examples should be differentiated according to their importance, t...

In this paper, a cost-sensitive learning method for support vector machine (SVM) classifiers is proposed. We focus on a particular case of cost-sensitive problems, namely, classification with reject option. Standard learning algorithms, the one for SVMs included, are not cost-sensitive. In particular, they can not handle the reject option. However, we show that, under the framework of the struc...

Deep learning has been one of the most prominent machine learning techniques nowadays, being the state-of-the-art on a broad range of applications where automatic feature extraction is needed. Many such applications also demand varying costs for different types of mis-classification errors, but it is not clear whether or how such cost information can be incorporated into deep learning to improv...

We propose and evaluate a family of methods for converting classifier learning algorithms and classification theory into cost-sensitive algorithms and theory. The proposed conversion is based on cost-proportionate weighting of the training examples, which can be realized either by feeding the weights to the classification algorithm (as often done in boosting), or by careful subsampling. We give...

While deep neural networks have succeeded in several visual applications, such as object recognition, detection, and localization, by reaching very high classification accuracies, it is important to note that many real-world applications demand varying costs for different types of misclassification errors, thus requiring cost-sensitive classification algorithms. Current models of deep neural ne...