Discrete Box-Constrained Minimax Classifier for Uncertain and Imbalanced Class Proportions

This paper aims to build a supervised classifier for dealing with imbalanced datasets, uncertain class proportions, dependencies between features, the presence of both numeric and categorical features, and arbitrary loss functions. The Bayes classifier suffers when prior probability shifts occur bet...

Ausführliche Beschreibung

Bibliographische Detailangaben
Veröffentlicht in:IEEE transactions on pattern analysis and machine intelligence. - 1979. - 44(2022), 6 vom: 22. Juni, Seite 2923-2937
1. Verfasser: Gilet, Cyprien (VerfasserIn)
Weitere Verfasser: Barbosa, Susana, Fillatre, Lionel
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 2022
Zugriff auf das übergeordnete Werk:IEEE transactions on pattern analysis and machine intelligence
Schlagworte:Journal Article Research Support, Non-U.S. Gov't
LEADER 01000naa a22002652 4500
001 NLM319162753
003 DE-627
005 20231225170850.0
007 cr uuu---uuuuu
008 231225s2022 xx |||||o 00| ||eng c
024 7 |a 10.1109/TPAMI.2020.3046439  |2 doi 
028 5 2 |a pubmed24n1063.xml 
035 |a (DE-627)NLM319162753 
035 |a (NLM)33351747 
040 |a DE-627  |b ger  |c DE-627  |e rakwb 
041 |a eng 
100 1 |a Gilet, Cyprien  |e verfasserin  |4 aut 
245 1 0 |a Discrete Box-Constrained Minimax Classifier for Uncertain and Imbalanced Class Proportions 
264 1 |c 2022 
336 |a Text  |b txt  |2 rdacontent 
337 |a ƒaComputermedien  |b c  |2 rdamedia 
338 |a ƒa Online-Ressource  |b cr  |2 rdacarrier 
500 |a Date Completed 09.05.2022 
500 |a Date Revised 09.07.2022 
500 |a published: Print-Electronic 
500 |a Citation Status MEDLINE 
520 |a This paper aims to build a supervised classifier for dealing with imbalanced datasets, uncertain class proportions, dependencies between features, the presence of both numeric and categorical features, and arbitrary loss functions. The Bayes classifier suffers when prior probability shifts occur between the training and testing sets. A solution is to look for an equalizer decision rule whose class-conditional risks are equal. Such a classifier corresponds to a minimax classifier when it maximizes the Bayes risk. We develop a novel box-constrained minimax classifier which takes into account some constraints on the priors to control the risk maximization. We analyze the empirical Bayes risk with respect to the box-constrained priors for discrete inputs. We show that this risk is a concave non-differentiable multivariate piecewise affine function. A projected subgradient algorithm is derived to maximize this empirical Bayes risk over the box-constrained simplex. Its convergence is established and its speed is bounded. The optimization algorithm is scalable when the number of classes is large. The robustness of our classifier is studied on diverse databases. Our classifier, jointly applied with a clustering algorithm to process mixed attributes, tends to equalize the class-conditional risks while being not too pessimistic 
650 4 |a Journal Article 
650 4 |a Research Support, Non-U.S. Gov't 
700 1 |a Barbosa, Susana  |e verfasserin  |4 aut 
700 1 |a Fillatre, Lionel  |e verfasserin  |4 aut 
773 0 8 |i Enthalten in  |t IEEE transactions on pattern analysis and machine intelligence  |d 1979  |g 44(2022), 6 vom: 22. Juni, Seite 2923-2937  |w (DE-627)NLM098212257  |x 1939-3539  |7 nnns 
773 1 8 |g volume:44  |g year:2022  |g number:6  |g day:22  |g month:06  |g pages:2923-2937 
856 4 0 |u http://dx.doi.org/10.1109/TPAMI.2020.3046439  |3 Volltext 
912 |a GBV_USEFLAG_A 
912 |a SYSFLAG_A 
912 |a GBV_NLM 
912 |a GBV_ILN_350 
951 |a AR 
952 |d 44  |j 2022  |e 6  |b 22  |c 06  |h 2923-2937