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Cost sensitive classification with individual cost



Unicorn Meta Zoo #1: Why another podcast?
Announcing the arrival of Valued Associate #679: Cesar Manara
2019 Moderator Election Q&A - Questionnaire
2019 Community Moderator Election ResultsWhy real-world output of my classifier has similar label ratio to training data?Using the Datumbox Machine Learning Framework for website classification - guidelines?minimization with a negative cost function: works in MATLAB, not in PythonNeural networks: which cost function to use?Multiclass classification with large number of classes but for each user the set of target classes is knownHow do I train a contextual bandit policy?Cost function for Ordinal Regression using neural networksNeural network approach to the cocktail party effectBinary classification based on pairwise relationshipsClassification on time series items - choose not constant thresholdTuning neural network loss function for space physics










2












$begingroup$


I'm currently sitting on a problem, where i'm uncertain if there is not a much simpler solution.



I'm trying to train a DNN with a dataset for a classification task that should be cost sensitive. Classic literature on this kind of task use a cost weight that is constant for any kind of misclassification. My problem needs to use one of the dimensions of the input as the cost of misclassification for that single classification.



My solution would be to use TensorFlow and add the parameter i later need to a collection and then write a custom loss function where i grab the values from the collection for my cost sensitive loss.



So my question would be, does anybody know of any simpler solution, open source implementation etc.?










share|improve this question









$endgroup$
















    2












    $begingroup$


    I'm currently sitting on a problem, where i'm uncertain if there is not a much simpler solution.



    I'm trying to train a DNN with a dataset for a classification task that should be cost sensitive. Classic literature on this kind of task use a cost weight that is constant for any kind of misclassification. My problem needs to use one of the dimensions of the input as the cost of misclassification for that single classification.



    My solution would be to use TensorFlow and add the parameter i later need to a collection and then write a custom loss function where i grab the values from the collection for my cost sensitive loss.



    So my question would be, does anybody know of any simpler solution, open source implementation etc.?










    share|improve this question









    $endgroup$














      2












      2








      2





      $begingroup$


      I'm currently sitting on a problem, where i'm uncertain if there is not a much simpler solution.



      I'm trying to train a DNN with a dataset for a classification task that should be cost sensitive. Classic literature on this kind of task use a cost weight that is constant for any kind of misclassification. My problem needs to use one of the dimensions of the input as the cost of misclassification for that single classification.



      My solution would be to use TensorFlow and add the parameter i later need to a collection and then write a custom loss function where i grab the values from the collection for my cost sensitive loss.



      So my question would be, does anybody know of any simpler solution, open source implementation etc.?










      share|improve this question









      $endgroup$




      I'm currently sitting on a problem, where i'm uncertain if there is not a much simpler solution.



      I'm trying to train a DNN with a dataset for a classification task that should be cost sensitive. Classic literature on this kind of task use a cost weight that is constant for any kind of misclassification. My problem needs to use one of the dimensions of the input as the cost of misclassification for that single classification.



      My solution would be to use TensorFlow and add the parameter i later need to a collection and then write a custom loss function where i grab the values from the collection for my cost sensitive loss.



      So my question would be, does anybody know of any simpler solution, open source implementation etc.?







      machine-learning neural-network classification cost-function






      share|improve this question













      share|improve this question











      share|improve this question




      share|improve this question










      asked Apr 5 at 8:03









      T.TosT.Tos

      112




      112




















          1 Answer
          1






          active

          oldest

          votes


















          2












          $begingroup$

          There are two types of classification costs: per class, and per instance.



          In keras, for instance cost, we assign a cost to each training sample by feeding sample_weight to .fit. For example, if we have four training samples in rows 1, 2, 3, and 4, with misclassification costs 2.5, 1.5, 1.0, and 1.0, we feed sample_weight=[2.5, 1.5, 1.0, 1.0].



          For class cost, if there are three classes 0, 1, and 2, with misclassification costs 1.0, 3.0, 1.0, we feed class_weight=[1.0, 3.0, 1.0].



          Here is a step-by-step classification example in Keras.



          You should feed your weights in this line:



          model.fit(train_images, train_labels, epochs=5)





          share|improve this answer









          $endgroup$








          • 1




            $begingroup$
            Thank you for your answer! Sadly i need a class and instance specific weight. So a combination of both types. Sadly could also not find such a thing in pytorch but will try out how the keras training is going to help me out.
            $endgroup$
            – T.Tos
            Apr 5 at 16:07











          Your Answer








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          1 Answer
          1






          active

          oldest

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          1 Answer
          1






          active

          oldest

          votes









          active

          oldest

          votes






          active

          oldest

          votes









          2












          $begingroup$

          There are two types of classification costs: per class, and per instance.



          In keras, for instance cost, we assign a cost to each training sample by feeding sample_weight to .fit. For example, if we have four training samples in rows 1, 2, 3, and 4, with misclassification costs 2.5, 1.5, 1.0, and 1.0, we feed sample_weight=[2.5, 1.5, 1.0, 1.0].



          For class cost, if there are three classes 0, 1, and 2, with misclassification costs 1.0, 3.0, 1.0, we feed class_weight=[1.0, 3.0, 1.0].



          Here is a step-by-step classification example in Keras.



          You should feed your weights in this line:



          model.fit(train_images, train_labels, epochs=5)





          share|improve this answer









          $endgroup$








          • 1




            $begingroup$
            Thank you for your answer! Sadly i need a class and instance specific weight. So a combination of both types. Sadly could also not find such a thing in pytorch but will try out how the keras training is going to help me out.
            $endgroup$
            – T.Tos
            Apr 5 at 16:07















          2












          $begingroup$

          There are two types of classification costs: per class, and per instance.



          In keras, for instance cost, we assign a cost to each training sample by feeding sample_weight to .fit. For example, if we have four training samples in rows 1, 2, 3, and 4, with misclassification costs 2.5, 1.5, 1.0, and 1.0, we feed sample_weight=[2.5, 1.5, 1.0, 1.0].



          For class cost, if there are three classes 0, 1, and 2, with misclassification costs 1.0, 3.0, 1.0, we feed class_weight=[1.0, 3.0, 1.0].



          Here is a step-by-step classification example in Keras.



          You should feed your weights in this line:



          model.fit(train_images, train_labels, epochs=5)





          share|improve this answer









          $endgroup$








          • 1




            $begingroup$
            Thank you for your answer! Sadly i need a class and instance specific weight. So a combination of both types. Sadly could also not find such a thing in pytorch but will try out how the keras training is going to help me out.
            $endgroup$
            – T.Tos
            Apr 5 at 16:07













          2












          2








          2





          $begingroup$

          There are two types of classification costs: per class, and per instance.



          In keras, for instance cost, we assign a cost to each training sample by feeding sample_weight to .fit. For example, if we have four training samples in rows 1, 2, 3, and 4, with misclassification costs 2.5, 1.5, 1.0, and 1.0, we feed sample_weight=[2.5, 1.5, 1.0, 1.0].



          For class cost, if there are three classes 0, 1, and 2, with misclassification costs 1.0, 3.0, 1.0, we feed class_weight=[1.0, 3.0, 1.0].



          Here is a step-by-step classification example in Keras.



          You should feed your weights in this line:



          model.fit(train_images, train_labels, epochs=5)





          share|improve this answer









          $endgroup$



          There are two types of classification costs: per class, and per instance.



          In keras, for instance cost, we assign a cost to each training sample by feeding sample_weight to .fit. For example, if we have four training samples in rows 1, 2, 3, and 4, with misclassification costs 2.5, 1.5, 1.0, and 1.0, we feed sample_weight=[2.5, 1.5, 1.0, 1.0].



          For class cost, if there are three classes 0, 1, and 2, with misclassification costs 1.0, 3.0, 1.0, we feed class_weight=[1.0, 3.0, 1.0].



          Here is a step-by-step classification example in Keras.



          You should feed your weights in this line:



          model.fit(train_images, train_labels, epochs=5)






          share|improve this answer












          share|improve this answer



          share|improve this answer










          answered Apr 5 at 11:00









          EsmailianEsmailian

          3,736420




          3,736420







          • 1




            $begingroup$
            Thank you for your answer! Sadly i need a class and instance specific weight. So a combination of both types. Sadly could also not find such a thing in pytorch but will try out how the keras training is going to help me out.
            $endgroup$
            – T.Tos
            Apr 5 at 16:07












          • 1




            $begingroup$
            Thank you for your answer! Sadly i need a class and instance specific weight. So a combination of both types. Sadly could also not find such a thing in pytorch but will try out how the keras training is going to help me out.
            $endgroup$
            – T.Tos
            Apr 5 at 16:07







          1




          1




          $begingroup$
          Thank you for your answer! Sadly i need a class and instance specific weight. So a combination of both types. Sadly could also not find such a thing in pytorch but will try out how the keras training is going to help me out.
          $endgroup$
          – T.Tos
          Apr 5 at 16:07




          $begingroup$
          Thank you for your answer! Sadly i need a class and instance specific weight. So a combination of both types. Sadly could also not find such a thing in pytorch but will try out how the keras training is going to help me out.
          $endgroup$
          – T.Tos
          Apr 5 at 16:07

















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