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In this paper, we propose a new and general preprocessor algorithm, called CSRoulette, which converts any cost-insensitive classification algorithms into cost-sensitive ones. CSRoulette is based on cost proportional roulette sampling technique (called CPRS in short). CSRoulette is closely related to Costing, another cost-sensitive meta-learning algorithm, which is based on rejection sampling. Unlike...
Classification is a well-studied problem in data mining. Classification performance was originally gauged almost exclusively using predictive accuracy, but as work in the field progressed, more sophisticated measures of classifier utility that better represented the value of the induced knowledge were introduced. Nonetheless, most work still ignored the cost of acquiring training examples, even though...
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