A survey of cost-sensitive decision tree induction algorithms

The past decade has seen a significant interest on the problem of inducing decision trees that take account of costs of misclassification and costs of acquiring the features used for decision making. This survey identifies over 50 algorithms including approaches that are direct adaptations of accuracy based methods, use genetic algorithms, use anytime methods and utilize boosting and bagging. The survey brings together these different studies and novel approaches to cost-sensitive decision tree learning, provides a useful taxonomy, a historical timeline of how the field has developed and should provide a useful reference point for future research in this field

Inducing safer oblique trees without costs

Decision tree induction has been widely studied and applied. In safety applications, such as determining whether a chemical process is safe or whether a person has a medical condition, the cost of misclassification in one of the classes is significantly higher than in the other class. Several authors have tackled this problem by developing cost-sensitive decision tree learning algorithms or have suggested ways of changing the distribution of training examples to bias the decision tree learning process so as to take account of costs. A prerequisite for applying such algorithms is the availability of costs of misclassification. Although this may be possible for some applications, obtaining reasonable estimates of costs of misclassification is not easy in the area of safety. This paper presents a new algorithm for applications where the cost of misclassifications cannot be quantified, although the cost of misclassification in one class is known to be significantly higher than in another class. The algorithm utilizes linear discriminant analysis to identify oblique relationships between continuous attributes and then carries out an appropriate modification to ensure that the resulting tree errs on the side of safety. The algorithm is evaluated with respect to one of the best known cost-sensitive algorithms (ICET), a well-known oblique decision tree algorithm (OC1) and an algorithm that utilizes robust linear programming

Cost-Sensitive Classification: Empirical Evaluation of a Hybrid Genetic Decision Tree Induction Algorithm

This paper introduces ICET, a new algorithm for cost-sensitive classification. ICET uses a genetic algorithm to evolve a population of biases for a decision tree induction algorithm. The fitness function of the genetic algorithm is the average cost of classification when using the decision tree, including both the costs of tests (features, measurements) and the costs of classification errors. ICET is compared here with three other algorithms for cost-sensitive classification - EG2, CS-ID3, and IDX - and also with C4.5, which classifies without regard to cost. The five algorithms are evaluated empirically on five real-world medical datasets. Three sets of experiments are performed. The first set examines the baseline performance of the five algorithms on the five datasets and establishes that ICET performs significantly better than its competitors. The second set tests the robustness of ICET under a variety of conditions and shows that ICET maintains its advantage. The third set looks at ICET's search in bias space and discovers a way to improve the search.Comment: See http://www.jair.org/ for any accompanying file

CSNL: A cost-sensitive non-linear decision tree algorithm

This article presents a new decision tree learning algorithm called CSNL that induces Cost-Sensitive Non-Linear decision trees. The algorithm is based on the hypothesis that nonlinear decision nodes provide a better basis than axis-parallel decision nodes and utilizes discriminant analysis to construct nonlinear decision trees that take account of costs of misclassification. The performance of the algorithm is evaluated by applying it to seventeen datasets and the results are compared with those obtained by two well known cost-sensitive algorithms, ICET and MetaCost, which generate multiple trees to obtain some of the best results to date. The results show that CSNL performs at least as well, if not better than these algorithms, in more than twelve of the datasets and is considerably faster. The use of bagging with CSNL further enhances its performance showing the significant benefits of using nonlinear decision nodes. The performance of the algorithm is evaluated by applying it to seventeen data sets and the results are compared with those obtained by two well known cost-sensitive algorithms, ICET and MetaCost, which generate multiple trees to obtain some of the best results to date. The results show that CSNL performs at least as well, if not better than these algorithms, in more than twelve of the data sets and is considerably faster. The use of bagging with CSNL further enhances its performance showing the significant benefits of using non-linear decision nodes

A survey of induction algorithms for machine learning

Central to all systems for machine learning from examples is an induction algorithm. The purpose of the algorithm is to generalize from a finite set of training examples a description consistent with the examples seen, and, hopefully, with the potentially infinite set of examples not seen. This paper surveys four machine learning induction algorithms. The knowledge representation schemes and a PDL description of algorithm control are emphasized. System characteristics that are peculiar to a domain of application are de-emphasized. Finally, a comparative summary of the learning algorithms is presented

Ensemble of Example-Dependent Cost-Sensitive Decision Trees

Several real-world classification problems are example-dependent cost-sensitive in nature, where the costs due to misclassification vary between examples and not only within classes. However, standard classification methods do not take these costs into account, and assume a constant cost of misclassification errors. In previous works, some methods that take into account the financial costs into the training of different algorithms have been proposed, with the example-dependent cost-sensitive decision tree algorithm being the one that gives the highest savings. In this paper we propose a new framework of ensembles of example-dependent cost-sensitive decision-trees. The framework consists in creating different example-dependent cost-sensitive decision trees on random subsamples of the training set, and then combining them using three different combination approaches. Moreover, we propose two new cost-sensitive combination approaches; cost-sensitive weighted voting and cost-sensitive stacking, the latter being based on the cost-sensitive logistic regression method. Finally, using five different databases, from four real-world applications: credit card fraud detection, churn modeling, credit scoring and direct marketing, we evaluate the proposed method against state-of-the-art example-dependent cost-sensitive techniques, namely, cost-proportionate sampling, Bayes minimum risk and cost-sensitive decision trees. The results show that the proposed algorithms have better results for all databases, in the sense of higher savings.Comment: 13 pages, 6 figures, Submitted for possible publicatio

Cost-sensitive decision tree learning using a multi-armed bandit framework

Decision tree learning is one of the main methods of learning from data. It has been applied to a variety of different domains over the past three decades. In the real world, accuracy is not enough; there are costs involved, those of obtaining the data and those when classification errors occur. A comprehensive survey of cost-sensitive decision tree learning has identified over 50 algorithms, developing a taxonomy in order to classify the algorithms by the way in which cost has been incorporated, and a recent comparison shows that many cost-sensitive algorithms can process balanced, two class datasets well, but produce lower accuracy rates in order to achieve lower costs when the dataset is less balanced or has multiple classes. This thesis develops a new framework and algorithm concentrating on the view that cost-sensitive decision tree learning involves a trade-off between costs and accuracy. Decisions arising from these two viewpoints can often be incompatible resulting in the reduction of the accuracy rates. The new framework builds on a specific Game Theory problem known as the multi-armed bandit. This problem concerns a scenario whereby exploration and exploitation are required to solve it. For example, a player in a casino has to decide which slot machine (bandit) from a selection of slot machines is likely to pay out the most. Game Theory proposes a solution of this problem which is solved by a process of exploration and exploitation in which reward is maximized. This thesis utilizes these concepts from the multi-armed bandit game to develop a new algorithm by viewing the rewards as a reduction in costs, utilizing the exploration and exploitation techniques so that a compromise between decisions based on accuracy and decisions based on costs can be found. The algorithm employs the adapted multi-armed bandit game to select the attributes during decision tree induction, using a look-ahead methodology to explore potential attributes and exploit the attributes which maximizes the reward. The new algorithm is evaluated on fifteen datasets and compared to six well-known algorithms J48, EG2, MetaCost, AdaCostM1, ICET and ACT. The results obtained show that the new multi-armed based algorithm can produce more cost-effective trees without compromising accuracy. The thesis also includes a critical appraisal of the limitations of the developed algorithm and proposes avenues for further research

A methodology for the generation of efficient error detection mechanisms

A dependable software system must contain error detection mechanisms and error recovery mechanisms. Software components for the detection of errors are typically designed based on a system specification or the experience of software engineers, with their efficiency typically being measured using fault injection and metrics such as coverage and latency. In this paper, we introduce a methodology for the design of highly efficient error detection mechanisms. The proposed methodology combines fault injection analysis and data mining techniques in order to generate predicates for efficient error detection mechanisms. The results presented demonstrate the viability of the methodology as an approach for the development of efficient error detection mechanisms, as the predicates generated yield a true positive rate of almost 100% and a false positive rate very close to 0% for the detection of failure-inducing states. The main advantage of the proposed methodology over current state-of-the-art approaches is that efficient detectors are obtained by design, rather than by using specification-based detector design or the experience of software engineers