Apportioned margin approach for cost sensitive large margin classifiers

• Published in: Annals of mathematics and artificial intelligence Vol. 89; no. 12; pp. 1215 - 1235
• Main Authors: Gottlieb, Lee-Ad, Kaufman, Eran, Kontorovich, Aryeh
• Format: Journal Article
• Language: English
• Published: Cham Springer International Publishing 01.12.2021; Springer; Springer Nature B.V
• Subjects: Artificial Intelligence; Classification; Complex Systems; Computer Science; Economic aspects; Mathematics; Neural networks; Optimization; Regular Submission; Support vector machines; Multi-class classification; Asymmetric cost; Linear classifiers; 68Q32

We consider the problem of cost sensitive multiclass classification, where we would like to increase the sensitivity of an important class at the expense of a less important one. We adopt an apportioned margin framework to address this problem, which enables an efficient margin shift between classes...