Abstract
As a kind of probabilistic rough set model, decision-theoretic rough set is usually used to deal with binary classification problems. This paper provides a new formulation of multi-class decision-theoretic rough set by combining decision-theoretic rough set model with classical cost-sensitive learning. Upper approximation, lower approximation, positive region, negative region and boundary region can be derived from the \(n\,\times \,n\) cost matrix of classical multi-class situation. The probability thresholds for three-way decisions making are defined. A cost-sensitive classification algorithm based on multi-class decision-theoretic rough set model is presented. The experimental results on several UCI data sets indicate that the proposed algorithm can get a better performance on classification accuracy and total cost.
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Acknowledgments
This work is supported by the National Natural Science Foundation of China under Grant Nos. 61403200 and Natural Science Foundation of Jiangsu Province under Grant No. BK20140800.
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Deng, G., Jia, X. (2016). A Decision-Theoretic Rough Set Approach to Multi-class Cost-Sensitive Classification. In: Flores, V., et al. Rough Sets. IJCRS 2016. Lecture Notes in Computer Science(), vol 9920. Springer, Cham. https://doi.org/10.1007/978-3-319-47160-0_23
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DOI: https://doi.org/10.1007/978-3-319-47160-0_23
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