Francesco Marchetti, Sabrina Guastavino, Cristina Campi, Federico Benvenuto, Michele Piana
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引用次数: 0
Abstract
In many contexts, customized and weighted classification scores are designed in order to evaluate the goodness of the predictions carried out by neural networks. However, there exists a discrepancy between the maximization of such scores and the minimization of the loss function in the training phase. In this paper, we provide a complete theoretical setting that formalizes weighted classification metrics and then allows the construction of losses that drive the model to optimize these metrics of interest. After a detailed theoretical analysis, we show that our framework includes as particular instances well-established approaches such as classical cost-sensitive learning, weighted cross entropy loss functions and value-weighted skill scores.
期刊介绍:
Optimization Letters is an international journal covering all aspects of optimization, including theory, algorithms, computational studies, and applications, and providing an outlet for rapid publication of short communications in the field. Originality, significance, quality and clarity are the essential criteria for choosing the material to be published.
Optimization Letters has been expanding in all directions at an astonishing rate during the last few decades. New algorithmic and theoretical techniques have been developed, the diffusion into other disciplines has proceeded at a rapid pace, and our knowledge of all aspects of the field has grown even more profound. At the same time one of the most striking trends in optimization is the constantly increasing interdisciplinary nature of the field.
Optimization Letters aims to communicate in a timely fashion all recent developments in optimization with concise short articles (limited to a total of ten journal pages). Such concise articles will be easily accessible by readers working in any aspects of optimization and wish to be informed of recent developments.