costsensitive (version 0.1.2.10)
Cost-Sensitive Multi-Class Classification
Description
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, ), Weighted One-Vs-Rest (Beygelzimer, A., Dani, V., Hayes, T., Langford, J., & Zadrozny, B., 2005, ) 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.