BAdaCost: Multi-class Boosting with Costs
Antonio Fernández-Baldera, José M. Buenaposada, Luis Baumela
TL;DR
BAdaCost introduces CMEL, a Cost-sensitive Multi-Class Exponential Loss, to extend boosting to cost-aware multi-class problems. By optimizing a stage-wise additive model with a cost matrix, BAdaCost unifies SAMME, PIBoost, and CS-AdaBoost as special cases and demonstrates notable gains on UCI datasets and in multi-view object detection (faces and cars). The approach yields explicit control over decision boundaries through the cost matrix and achieves practical efficiency by sharing a common multi-class representation, enabling faster training and cascade calibration. Overall, the framework provides a principled tool for asymmetric and cost-sensitive multiclass tasks with strong empirical performance and scalability advantages.
Abstract
We present BAdaCost, a multi-class cost-sensitive classification algorithm. It combines a set of cost-sensitive multi-class weak learners to obtain a strong classification rule within the Boosting framework. To derive the algorithm we introduce CMEL, a Cost-sensitive Multi-class Exponential Loss that generalizes the losses optimized in various classification algorithms such as AdaBoost, SAMME, Cost-sensitive AdaBoost and PIBoost. Hence unifying them under a common theoretical framework. In the experiments performed we prove that BAdaCost achieves significant gains in performance when compared to previous multi-class cost-sensitive approaches. The advantages of the proposed algorithm in asymmetric multi-class classification are also evaluated in practical multi-view face and car detection problems.
