4.5 Article

Cost-sensitive ensemble learning: a unifying framework

Journal

DATA MINING AND KNOWLEDGE DISCOVERY
Volume 36, Issue 1, Pages 1-28

Publisher

SPRINGER
DOI: 10.1007/s10618-021-00790-4

Keywords

Cost-sensitive learning; Class imbalance; Classification; Misclassification cost

Funding

  1. University of Bergen (Haukeland University Hospital)

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The study introduces a unified framework for cost-sensitive ensemble methods, categorizing and comparing them, including extensions and generalizations for methods like AdaBoost, Bagging, and Random Forest.
Over the years, a plethora of cost-sensitive methods have been proposed for learning on data when different types of misclassification errors incur different costs. Our contribution is a unifying framework that provides a comprehensive and insightful overview on cost-sensitive ensemble methods, pinpointing their differences and similarities via a fine-grained categorization. Our framework contains natural extensions and generalisations of ideas across methods, be it AdaBoost, Bagging or Random Forest, and as a result not only yields all methods known to date but also some not previously considered.

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