Example-dependent cost-sensitive decision trees

作者:

Highlights:

• Example-dependent cost-sensitive tree algorithm.

• Each example is assumed to have different financial cost.

• Application on credit card fraud detection, credit scoring and direct marketing.

• Focus on maximizing the financial savings instead of accuracy.

• Code is open source and available at albahnsen.com/CostSensitiveClassification.

摘要

•Example-dependent cost-sensitive tree algorithm.•Each example is assumed to have different financial cost.•Application on credit card fraud detection, credit scoring and direct marketing.•Focus on maximizing the financial savings instead of accuracy.•Code is open source and available at albahnsen.com/CostSensitiveClassification.

论文关键词:Cost-sensitive learning,Cost-sensitive classifier,Credit scoring,Fraud detection,Direct marketing,Decision trees

论文评审过程:Available online 2 May 2015, Version of Record 26 May 2015.

论文官网地址:https://doi.org/10.1016/j.eswa.2015.04.042