Boosting trees for cost-sensitive classifications

Abstract

This paper explores two boosting techniques for cost-sensitive tree classifications in the situation where misclassification costs change very often. Ideally, one would like to have only one induction, and use the induced model for different misclassification costs. Thus, it demands robustness of the induced model against cost changes. Combining multiple trees gives robust predictions against this change. We demonstrate that the two boosting techniques are a good solution in different aspects under this situation.

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