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Learning with Cost Intervals

Learning with Cost Intervals

This video was recorded at 16th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining (KDD), Washington 2010. Existing cost-sensitive learning methods require that the unequal misclassification costs should be given as precise values. In many real-world applications, however, it is generally difficult to have a precise cost value since the user maybe only knows that one type of mistake is much more severe than another type, yet it is infeasible to give a precise description. In such situations, it is more meaningful to work with a cost interval instead of a precise cost value. In this paper we report the first study along this direction. We propose the CISVM method, a support vector machine, to work with cost interval information. Experiments show that when there are... Show More


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