Cost-sensitive SVM Implementation with LIBSVM
Please read the README file for copyright information.
You are welcomed to discuss with me if you
have difficulty applying them for your needs.
Special thanks to Hanhsing Tu and Te-Kang Jan for testing the implementations.
The latest implementation was finished in December 2010 using LIBSVM 2.84.
You can download the source code here.
Usage example:
./svm-train -s 5 -l 3.cost_matrix training_file
where 3.cost_matrix can be replaced by 1 (classification), 2 (absolute) or 4.cost_vector; the "5" is for CSOVO and can be replaced by other choices (type svm-train for help). CSOSR and CSOVO are recommended choices for first-hand use.
The program includes several cost-sensitive SVM formulations, including:
- cost-sensitive one-versus-one (CSOVO):
Hsuan-Tien Lin.
A Simple Cost-sensitive Multiclass Classification Algorithm Using One-versus-one Comparisons, National Taiwan University, December 2010.
- weighted all-pairs (WAP):
Alina Beygelzimer, Varsha Dani, Tom Hayes, John Langford and Bianca Zadrozny. Error Limiting Reductions Between Classification Tasks, ICML 2005.
- cost-sensitive one-versus-all (CSOVA):
Hsuan-Tien Lin.
From Ordinal Ranking to Binary Classification.
Ph.D. Dissertation, California Institute of Technology, May 2008.
- cost-sensitive per-component regresion with SVR (CSPCR):
Han-Hsing Tu and
Hsuan-Tien Lin.
Regression Approaches for Multiclass Cost-sensitive Classification, April 2011.
- cost-sensitive one-sided support vector regression (CSOSR):
Han-Hsing Tu and
Hsuan-Tien Lin.
One-sided Support Vector Regression
for Multiclass Cost-sensitive Classification, ICML 2010.
- cost-sensitive tree (CSTREE):
Alina Beygelzimer, John Langford and Pradeep
Ravikumar, Multiclass Classification with Filter Trees, 2007.
- cost-sensitive filter tree (CSFT):
Alina Beygelzimer, John Langford and Pradeep
Ravikumar, Multiclass Classification with Filter Trees, 2007.
- cost-sensitive all-pair filter tree (CSAPFT):
Alina Beygelzimer, John Langford and Pradeep
Ravikumar, Multiclass Classification with Filter Trees, 2007.
- cost-sensitive sensitive error correcting output codes (CSSECOC):
John Langford and Alina Beygelzimer, Sensitive Error Correcting Output Codes, COLT 2005.
Last updated at CST 13:08, October 04, 2023
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