Saved in:
Bibliographic Details
Main Authors: Datta, Shounak, Nag, Sayak, Das, Swagatam
Format: Preprint
Published: 2017
Subjects:
Online Access:https://arxiv.org/abs/1708.09684
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866912090992672768
author Datta, Shounak
Nag, Sayak
Das, Swagatam
author_facet Datta, Shounak
Nag, Sayak
Das, Swagatam
contents A large amount of research effort has been dedicated to adapting boosting for imbalanced classification. However, boosting methods are yet to be satisfactorily immune to class imbalance, especially for multi-class problems. This is because most of the existing solutions for handling class imbalance rely on expensive cost set tuning for determining the proper level of compensation. We show that the assignment of weights to the component classifiers of a boosted ensemble can be thought of as a game of Tug of War between the classes in the margin space. We then demonstrate how this insight can be used to attain a good compromise between the rare and abundant classes without having to resort to cost set tuning, which has long been the norm for imbalanced classification. The solution is based on a lexicographic linear programming framework which requires two stages. Initially, class-specific component weight combinations are found so as to minimize a hinge loss individually for each of the classes. Subsequently, the final component weights are assigned so that the maximum deviation from the class-specific minimum loss values (obtained in the previous stage) is minimized. Hence, the proposal is not only restricted to two-class situations, but is also readily applicable to multi-class problems. Additionally,we also derive the dual formulation corresponding to the proposed framework. Experiments conducted on artificial and real-world imbalanced datasets as well as on challenging applications such as hyperspectral image classification and ImageNet classification establish the efficacy of the proposal.
format Preprint
id arxiv_https___arxiv_org_abs_1708_09684
institution arXiv
publishDate 2017
record_format arxiv
spellingShingle Boosting with Lexicographic Programming: Addressing Class Imbalance without Cost Tuning
Datta, Shounak
Nag, Sayak
Das, Swagatam
Computer Vision and Pattern Recognition
A large amount of research effort has been dedicated to adapting boosting for imbalanced classification. However, boosting methods are yet to be satisfactorily immune to class imbalance, especially for multi-class problems. This is because most of the existing solutions for handling class imbalance rely on expensive cost set tuning for determining the proper level of compensation. We show that the assignment of weights to the component classifiers of a boosted ensemble can be thought of as a game of Tug of War between the classes in the margin space. We then demonstrate how this insight can be used to attain a good compromise between the rare and abundant classes without having to resort to cost set tuning, which has long been the norm for imbalanced classification. The solution is based on a lexicographic linear programming framework which requires two stages. Initially, class-specific component weight combinations are found so as to minimize a hinge loss individually for each of the classes. Subsequently, the final component weights are assigned so that the maximum deviation from the class-specific minimum loss values (obtained in the previous stage) is minimized. Hence, the proposal is not only restricted to two-class situations, but is also readily applicable to multi-class problems. Additionally,we also derive the dual formulation corresponding to the proposed framework. Experiments conducted on artificial and real-world imbalanced datasets as well as on challenging applications such as hyperspectral image classification and ImageNet classification establish the efficacy of the proposal.
title Boosting with Lexicographic Programming: Addressing Class Imbalance without Cost Tuning
topic Computer Vision and Pattern Recognition
url https://arxiv.org/abs/1708.09684