Many real-world data mining applications need varying cost for different types of classification errors and thus call for cost-sensitive classification algorithms. Existing algorithms for cost-sensitive classification are successful in terms of minimizing the cost, but can result in a high error rate as the trade-off. The high error rate holds back the practical use of those algorithms. In this paper, we propose a novel cost-sensitive classification methodology that takes both the cost and the error rate into account. The methodology, called soft cost-sensitive classification, is established from a multicriteria optimization problem of the cost and the error rate, and can be viewed as regularizing cost-sensitive classification with the error rate. The simple methodology allows immediate improvements of existing cost-sensitive classification algorithms. Experiments on the benchmark and the real-world data sets show that our proposed methodology indeed achieves lower test error rates and similar (sometimes lower) test costs than existing cost-sensitive classification algorithms. We also demonstrate that the methodology can be extended for considering the weighted error rate instead of the original error rate. This extension is useful for tackling unbalanced classification problems.

本论文提出了一种新颖的代价敏感分类方法，称为软代价敏感分类，通过多准则优化将代价和错误率相结合，可以改善现有的代价敏感分类算法，并且可以考虑加权错误率以解决不平衡分类问题。实验结果表明，该方法在测试错误率和测试代价方面都比现有的代价敏感分类算法更优秀。

面向成本和误差敏感分类的软方法论