On reoptimizing multi-class classifiers

Significant changes in the instance distribution or associated cost function of a learning problem require one to reoptimize a previously-learned classifier to work under new conditions. We study the problem of reoptimizing a multi-class classifier based on its ROC hypersurface and a matrix describing the costs of each type of prediction error. For a binary classifier, it is straightforward to find an optimal operating point based on its ROC curve and the relative cost of true positive to false positive error. However, the corresponding multi-class problem (finding an optimal operating point based on a ROC hypersurface and cost matrix) is more challenging and until now, it was unknown whether an efficient algorithm existed that found an optimal solution. We answer this question by first proving that the decision version of this problem is NP-complete. As a complementary positive result, we give an algorithm that finds an optimal solution in polynomial time if the number of classes n i...

• Type: Journal
• Year: 2008
• Where: ML
• Authors: Chris Bourke, Kun Deng, Stephen D. Scott, Robert E. Schapire, N. V. Vinodchandran
• Keywords: Machine Learning, ML 2008, Optimal Operating Point, Optimal Solution, ROC Hypersurface