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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,051 papers · 148 categories

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4897145193 · Jun 202019922001200920182026
48 results for cost-sensitive decisions

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 elicitat…

2012-12-05abs ↗pdf ↗

This paper proposes CSADA to make DNNs cost-sensitive.

problem Over-parameterization challenges cost-sensitive classification in DNNs.
method CSADA framework using adversarial data augmentation.
result CSADA effectively minimizes overall cost and reduces critical errors.

Paper proposes consistent estimators for learning to defer decisions to experts.

problem Learning algorithms often ignore expert decision-making in practical scenarios.
method Reduction to cost sensitive learning, novel surrogate loss for consistent estimation.
result Effective approach demonstrated on various tasks, showing consistency.

Extends expected value framework for cost-sensitive causal decision-making.

problem Optimizing operational decision-making with cost-sensitive causal classification.
method Introduces a cost-sensitive decision boundary based on estimated individual treatment effects, positive outcome probability, and cost parameters.
result Effective in maximizing expected causal profit, outperforming cost-insensitive ranking approach.

A new method for decision-focused learning reduces computational cost.

problem Efficiently solving combinatorial problems with uncertain parameters.
method Reframed as cost-sensitive multi-output regression, with novel loss components.
result Comparable downstream task quality with reduced computational cost.

Label embedding (LE) is an important family of multi-label classification algorithms that digest the label information jointly for better performance. Different real-world applications evaluate performance by different cost functions of interest. Current LE algorithms often aim to optimize one specific cost function, b…

2016-03-30abs ↗pdf ↗

A new approach to cost-sensitive multiclass classification prioritizes certain classes over others.

problem Cost-sensitive multiclass classification where some classes are more important than others.
method Apportioned margin framework that shifts the decision boundary to prioritize certain classes.
result The method improves the error rate for important classes while reducing overall error.

New method quantifies uncertainty at class level for better decision-making.

problem Improving cost-sensitive decision-making in classification tasks.
method Label-wise decomposition of uncertainty measures based on non-categorical metrics.
result Proposed measures adhere to desirable properties and improve uncertainty quantification.

New framework improves adversarial robustness in one-stage L2D.

problem Adversarial robustness in one-stage Learning-to-Defer (L2D).
method Formalizes attacks, proposes cost-sensitive adversarial surrogate losses, establishes theoretical guarantees.
result Improves robustness against untargeted and targeted attacks while preserving clean performance.

Study adversarial attacks on cost-sensitive classifiers.

problem Safety-critical classification problems with cost-sensitive predictions.
method Used state-of-the-art adversarially-resistant neural networks and analyzed as a two-player zero-sum game.
result Introduced a new cost-sensitive attack that performs better than targeted attacks in some cases.

New method for cost-sensitive robustness against adversarial examples.

problem Real-world applications where some adversarial transformations are more harmful than others.
method Integrates a cost matrix into the robust training method to optimize for cost-sensitive robustness.
result Models with reduced cost-sensitive robust error and maintained classification accuracy.

A new model improves homogeneity in burn patient reimbursement.

problem Incomplete homogeneity checks for burn patients using LOS as a proxy.
method Cost-sensitive decision tree model considering patient-level cost and severity of burn.
result Identified groups with increased homogeneity compared to current HRG groups.

While both cost-sensitive learning and online learning have been studied extensively, the effort in simultaneously dealing with these two issues is limited. Aiming at this challenge task, a novel learning framework is proposed in this paper. The key idea is based on the fusion of online ensemble algorithms and the stat…

2013-10-30abs ↗pdf ↗

The paper shows how variable discretization and cost-sensitive logistic regression improve credit scoring models on imbalanced data.

problem Bias in classification models on imbalanced datasets.
method Variable discretization and cost-sensitive logistic regression.
result Improves model performance on imbalanced credit scoring data and other domains.

New methods for cost-sensitive learning in noisy data without needing noise rate.

problem Cost-sensitive classification in the presence of uniform label noise.
method Two schemes: 1) Regularized ERM with weighted margin loss, 2) Resampling-based method.
result Cost-sensitive, uniform noise robust classifiers without noise rate tuning.

Bayesian framework improves minority class performance in class-imbalanced data.

problem Class imbalance in predictive toxicology models.
method Weighted likelihood approach modifying likelihood function weights inversely proportional to class proportions.
result Improves balanced accuracy and sensitivity for minority class (toxic compounds).

The paper explores fair regression and classification under demographic parity constraints.

problem Ensuring fairness in regression and classification models under demographic parity constraints.
method Characterizes the optimal fair regression function using a barycenter problem with optimal transport costs and studies the connection between fair classification and regression.
result The optimal fair regression function is derived from the solution to a barycenter problem with optimal transport costs, and the optimal fair cost-sensitive classifiers can be derived by applying thresholds to this function.

A novel method for classification with rejection using ensemble of cost-sensitive classifiers.

problem Avoid risky misclassification in error-critical applications.
method Learning an ensemble of cost-sensitive classifiers.
result Improved classification accuracy and flexibility in loss selection.

Cost-Sensitive Online Classification has drawn extensive attention in recent years, where the main approach is to directly online optimize two well-known cost-sensitive metrics: (i) weighted sum of sensitivity and specificity; (ii) weighted misclassification cost. However, previous existing methods only considered firs…

2018-04-06abs ↗pdf ↗

A deep reinforcement learning method for cost-sensitive portfolio selection.

problem Non-stationary price series and complex asset correlations make feature learning hard, and practical cost constraints are not considered.
method A two-stream portfolio policy network and a cost-sensitive reward function are developed using deep reinforcement learning.
result The method achieves superior performance in profitability, cost-sensitivity, and representation abilities.

A novel approach for cost-sensitive feature acquisition in data streams.

problem Learning scenarios with feature acquisition at a cost.
method Incremental feature acquisition using a context-aware feature-value function in a reinforcement learning paradigm.
result The proposed method efficiently acquires features and makes accurate predictions.

New algorithm reduces misclassification costs in neural networks.

problem Reduces costs of misclassified instances in neural networks.
method Adaptive Cost-Sensitive Learning (AdaCSL) adjusts loss function to bridge class distribution mismatches.
result Deep neural networks with AdaCSL outperform other methods on cost-sensitive binary classification tasks.

Label space expansion for multi-label classification (MLC) is a methodology that encodes the original label vectors to higher dimensional codes before training and decodes the predicted codes back to the label vectors during testing. The methodology has been demonstrated to improve the performance of MLC algorithms whe…

2016-11-29abs ↗pdf ↗

Improves classifier evaluation by aligning with Total Classification Cost.

problem Lack of consensus on evaluation metrics and class imbalance issues.
method Introduces Weighted Accuracy (WA) and a reweighting framework for cost-sensitive scenarios.
result WA aligns with Total Classification Cost (TCC) minimization under realistic conditions.

This paper tackles cost-sensitive portfolio optimization under ambiguous return distributions.

problem Tackles cost-sensitive distributionally robust log-optimal portfolio problem with ambiguous return distributions.
method Uses Wasserstein metric for distributional ambiguity, incorporates convex transaction costs, and approximates infinite-dimensional problem with finite convex program.
result Establishes conditions for robustly survivable trades and validates theoretical framework with empirical studies.

The paper presents anomaly detection in time series data using InfluxDB and Python.

problem Anomalous data points in time series data affect decision making in water and environmental systems.
method Data cleaning, cost-sensitive machine learning (Logistic Regression, Random Forest, SVM), feature selection, and InfluxDB integration.
result Random Forest outperformed other models in detecting anomalies.

Combines cost-sensitive and Neyman-Pearson paradigms for better binary classification.

problem Asymmetric binary classification problems with unequal error severities.
method Develops TUBE-CS algorithm to bridge cost-sensitive and Neyman-Pearson paradigms.
result High-probability control of population type I error.

A novel approach reduces class imbalance in network traffic classification.

problem Severe class imbalance in network traffic leads to poor classification performance.
method Group & Reweight strategy: clusters classes, updates weights, optimizes model.
result Improves comprehensive performance in prediction and reduces class imbalance.

The paper explores how different loss functions impact reinforcement learning algorithms.

problem Improving reinforcement learning algorithms by optimizing loss functions.
method Comprehensive survey on loss functions in reinforcement learning, proving the benefits of specific loss functions.
result Binary cross-entropy loss leads to first-order bounds and is more efficient than squared loss.

The cost-sensitive classification problem plays a crucial role in mission-critical machine learning applications, and differs with traditional classification by taking the misclassification costs into consideration. Although being studied extensively in the literature, the fundamental limits of this problem are still n…

2018-05-20abs ↗pdf ↗

Proposes an efficient method to select models under a budget constraint in cost-sensitive learning.

problem Cost-sensitive variable selection in classification problems.
method Ensemble of model schedules to find near optimal models under a budget constraint.
result Our approach outperforms existing methods in benchmark datasets.

Enhances Random Forest for imbalanced functional data classification.

problem Challenges in classifying imbalanced functional data.
method Functional Random Forest with Adaptive Cost-Sensitive Splitting (FRF-ACS).
result Significantly improves minority class recall and predictive performance.

Better boosting with bandits improves probability estimation in online learning.

problem Poor calibration of probability estimates from boosting ensembles in online learning.
method Use bandit optimization to decide between updating ensemble or calibrator parameters.
result Superior performance in probability estimation compared to uncalibrated and naively-calibrated online boosting.

Paper proposes a cost-sensitive conformal training method with provably controllable learning bounds.

problem Uncertainty quantification and learning bounds in conformal prediction.
method Cost-sensitive conformal training algorithm that minimizes the expected size of prediction sets using rank weighting.
result Theoretical analysis shows tightness between weighted objective and expected size of conformal prediction sets.

Imbalanced data with a skewed class distribution are common in many real-world applications. Deep Belief Network (DBN) is a machine learning technique that is effective in classification tasks. However, conventional DBN does not work well for imbalanced data classification because it assumes equal costs for each class.…

2018-04-28abs ↗pdf ↗