Angle-Based Cost-Sensitive Multicategory Classification.

Abstract Many real-world classification problems come with costs which can vary for different types of misclassification. It is thus important to develop cost-sensitive classifiers which minimize the total misclassification cost. Although binary cost-sensitive classifiers have been well-studied, solving multicategory classification problems is still challenging. A popular approach to address this issue is to construct K classification functions for a K -class problem and remove the redundancy by imposing a sum-to-zero constraint. However, such method usually results in higher computational complexity and inefficient algorithms. In this article, we propose a novel angle-based cost-sensitive classification framework for multicategory classification without the sum-to-zero constraint. Loss functions that included in the angle-based cost-sensitive classification framework are further justified to be Fisher consistent. To show the usefulness of the framework, two cost-sensitive multicategory boosting algorithms are derived as concrete instances. Numerical experiments demonstrate that the proposed boosting algorithms yield competitive classification performances against other existing boosting approaches.