Reduction-based techniques for cost-sensitive multi-class classification, in which each observation has a different cost for classifying it into one class, and the goal is to predict the class with the minimum expected cost for each new observation. Implements Weighted All-Pairs (Beygelzimer, A., Langford, J., & Zadrozny, B., 2008, <doi:10.1007/978-0-387-79361-0_1>), Weighted One-Vs-Rest (Beygelzimer, A., Dani, V., Hayes, T., Langford, J., & Zadrozny, B., 2005, <https://dl.acm.org/citation.cfm?id=1102358>) and Regression One-Vs-Rest. Works with arbitrary classifiers taking observation weights, or with regressors. Also implements cost-proportionate rejection sampling for working with classifiers that don't accept observation weights.
Package details |
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Author | David Cortes |
Maintainer | David Cortes <david.cortes.rivera@gmail.com> |
License | BSD_2_clause + file LICENSE |
Version | 0.1.2.10 |
URL | https://github.com/david-cortes/costsensitive |
Package repository | View on CRAN |
Installation |
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