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

Low Size-Complexity Inductive Logic Programming: The East-West Challenge Considered as a Problem in Cost-Sensitive Classification

The Inductive Logic Programming community has considered proof-complexity and model-complexity, but, until recently, size-complexity has received little attention. Recently a challenge was issued "to the international computing community" to discover low size-complexity Prolog programs for classifying trains. The challenge was based on a problem first proposed by Ryszard Michalski, 20 years ago. We interpreted the challenge as a problem in cost-sensitive classification and we applied a recently developed cost-sensitive classifier to the competition. Our algorithm was relatively successful (we won a prize). This paper presents our algorithm and analyzes the results of the competition

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

Integrating Learning from Examples into the Search for Diagnostic Policies

This paper studies the problem of learning diagnostic policies from training examples. A diagnostic policy is a complete description of the decision-making actions of a diagnostician (i.e., tests followed by a diagnostic decision) for all possible combinations of test results. An optimal diagnostic policy is one that minimizes the expected total cost, which is the sum of measurement costs and misdiagnosis costs. In most diagnostic settings, there is a tradeoff between these two kinds of costs. This paper formalizes diagnostic decision making as a Markov Decision Process (MDP). The paper introduces a new family of systematic search algorithms based on the AO* algorithm to solve this MDP. To make AO* efficient, the paper describes an admissible heuristic that enables AO* to prune large parts of the search space. The paper also introduces several greedy algorithms including some improvements over previously-published methods. The paper then addresses the question of learning diagnostic policies from examples. When the probabilities of diseases and test results are computed from training data, there is a great danger of overfitting. To reduce overfitting, regularizers are integrated into the search algorithms. Finally, the paper compares the proposed methods on five benchmark diagnostic data sets. The studies show that in most cases the systematic search methods produce better diagnostic policies than the greedy methods. In addition, the studies show that for training sets of realistic size, the systematic search algorithms are practical on todays desktop computers

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

Methods for cost-sensitive learning

Many approaches for achieving intelligent behavior of automated (computer) systems involve components that learn from past experience. This dissertation studies computational methods for learning from examples, for classification and for decision making, when the decisions have different non-zero costs associated with them. Many practical applications of learning algorithms, including transaction monitoring, fraud detection, intrusion detection, and medical diagnosis, have such non-uniform costs, and there is a great need for new methods that can handle them. This dissertation discusses two approaches to cost-sensitive classification: input data weighting and conditional density estimation. The first method assigns a weight to each training example in order to force the learning algorithm (which is otherwise unchanged) to pay more attention to examples with higher misclassification costs. The dissertation discusses several different weighting methods and concludes that a method that gives higher weight to examples from rarer classes works quite well. Another algorithm that gave good results was a wrapper method that applies Powell's gradient-free algorithm to optimize the input weights. The second approach to cost-sensitive classification is conditional density estimation. In this approach, the output of the learning algorithm is a classifier that estimates, for a new data point, the probability that it belongs to each of the classes. These probability estimates can be combined with a cost matrix to make decisions that minimize the expected cost. The dissertation presents a new algorithm, bagged lazy option trees (B-LOTs), that gives better probability estimates than any previous method based on decision trees. In order to evaluate cost-sensitive classification methods, appropriate statistical methods are needed. The dissertation presents two new statistical procedures: BLOTs provides a confidence interval on the expected cost of a classifier, and BDELTACOST provides a confidence interval on the difference in expected costs of two classifiers. These methods are applied to a large set of experimental studies to evaluate and compare the cost-sensitive methods presented in this dissertation. Finally, the dissertation describes the application of the B-LOTs to a problem of predicting the stability of river channels. In this study, B-LOTs were shown to be superior to other methods in cases where the classes have very different frequencies a situation that arises frequently in cost-sensitive classification problems

Cost-Sensitive Decision Trees with Completion Time Requirements

In many classification tasks, managing costs and completion times are the main concerns. In this paper, we assume that the completion time for classifying an instance is determined by its class label, and that a late penalty cost is incurred if the deadline is not met. This time requirement enriches the classification problem but posts a challenge to developing a solution algorithm. We propose an innovative approach for the decision tree induction, which produces multiple candidate trees by allowing more than one splitting attribute at each node. The user can specify the maximum number of candidate trees to control the computational efforts required to produce the final solution. In the tree-induction process, an allocation scheme is used to dynamically distribute the given number of candidate trees to splitting attributes according to their estimated contributions to cost reduction. The algorithm finds the final tree by backtracking. An extensive experiment shows that the algorithm outperforms the top-down heuristic and can effectively obtain the optimal or near-optimal decision trees without an excessive computation time.classification, decision tree, cost and time sensitive learning, late penalty