We study multi-label classification (MLC) with three important real-world issues: online updating, label space dimension reduction (LSDR), and cost-sensitivity. Current MLC algorithms have not been designed to address these three issues simultaneously. In this paper, we propose a novel algorithm, cost-sensitive dynamic principal projection (CS-DPP) that resolves all three issues. The foundation of CS-DPP is an online LSDR framework derived from a leading LSDR algorithm. In particular, CS-DPP is equipped with an efficient online dimension reducer motivated by matrix stochastic gradient, and establishes its theoretical backbone when coupled with a carefully-designed online regression learner. In addition, CS-DPP embeds the cost information into label weights to achieve cost-sensitivity along with theoretical guarantees. Experimental results verify that CS-DPP achieves better practical performance than current MLC algorithms across different evaluation criteria, and demonstrate the importance of resolving the three issues simultaneously.
CITATION STYLE
Chu, H. M., Huang, K. H., & Lin, H. T. (2019). Dynamic principal projection for cost-sensitive online multi-label classification. Machine Learning, 108(8–9), 1193–1230. https://doi.org/10.1007/s10994-018-5773-6
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