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Efficient Optimization of F-Measure with Cost-Sensitive SVM
Joint Authors
Cheng, Fan
Zhou, Yuan
Gao, Jian
Zheng, Shuangqiu
Source
Mathematical Problems in Engineering
Issue
Vol. 2016, Issue 2016 (31 Dec. 2016), pp.1-11, 11 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2016-05-10
Country of Publication
Egypt
No. of Pages
11
Main Subjects
Abstract EN
F -measure is one of the most commonly used performance metrics in classification, particularly when the classes are highly imbalanced.
Direct optimization of this measure is often challenging, since no closed form solution exists.
Current algorithms design the classifiers by using the approximations to the F-measure.
These algorithms are not efficient and do not scale well to the large datasets.
To fill the gap, in this paper, we propose a novel algorithm, which can efficiently optimize F-measure with cost-sensitive SVM.
First of all, we present an explicit transformation from the optimization of F-measure to cost-sensitive SVM.
Then we adopt bundle method to solve the inner optimization.
For the problem where the existing bundle method may have the fluctuations in the primal objective during iterations, an additional line search procedure is involved, which can alleviate the fluctuations problem and make our algorithm more efficient.
Empirical studies on the large-scale datasets demonstrate that our algorithm can provide significant speedups over current state-of-the-art F-measure based learners, while obtaining better (or comparable) precise solutions.
American Psychological Association (APA)
Cheng, Fan& Zhou, Yuan& Gao, Jian& Zheng, Shuangqiu. 2016. Efficient Optimization of F-Measure with Cost-Sensitive SVM. Mathematical Problems in Engineering،Vol. 2016, no. 2016, pp.1-11.
https://search.emarefa.net/detail/BIM-1112369
Modern Language Association (MLA)
Cheng, Fan…[et al.]. Efficient Optimization of F-Measure with Cost-Sensitive SVM. Mathematical Problems in Engineering No. 2016 (2016), pp.1-11.
https://search.emarefa.net/detail/BIM-1112369
American Medical Association (AMA)
Cheng, Fan& Zhou, Yuan& Gao, Jian& Zheng, Shuangqiu. Efficient Optimization of F-Measure with Cost-Sensitive SVM. Mathematical Problems in Engineering. 2016. Vol. 2016, no. 2016, pp.1-11.
https://search.emarefa.net/detail/BIM-1112369
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1112369