Ensemble of Example-Dependent Cost-Sensitive Decision Trees

in arXiv preprint arXiv:1505.04637 (2015)

Several real-world classification problems are example-dependent cost-sensitive in nature, where the costs due to misclassification vary between examples and not only within classes. However, standard ... [more ▼]

Several real-world classification problems are example-dependent cost-sensitive in nature, where the costs due to misclassification vary between examples and not only within classes. However, standard classification methods do not take these costs into account, and assume a constant cost of misclassification errors. In previous works, some methods that take into account the financial costs into the training of different algorithms have been proposed, with the example-dependent cost-sensitive decision tree algorithm being the one that gives the highest savings. In this paper we propose a new framework of ensembles of example-dependent cost-sensitive decision-trees. The framework consists in creating different example-dependent cost-sensitive decision trees on random subsamples of the training set, and then combining them using three different combination approaches. Moreover, we propose two new cost-sensitive combination approaches; cost-sensitive weighted voting and cost-sensitive stacking, the latter being based on the cost-sensitive logistic regression method. Finally, using five different databases, from four real-world applications: credit card fraud detection, churn modeling, credit scoring and direct marketing, we evaluate the proposed method against state-of-the-art example-dependent cost-sensitive techniques, namely, cost-proportionate sampling, Bayes minimum risk and cost-sensitive decision trees. The results show that the proposed algorithms have better results for all databases, in the sense of higher savings. [less ▲]

Example-Dependent Cost-Sensitive Logistic Regression for Credit Scoring

in 2014 13th International Conference on Machine Learning and Applications (2014, December 03)

Several real-world classification problems are example-dependent cost-sensitive in nature, where the costs due to misclassification vary between examples. Credit scoring is a typical example of cost ... [more ▼]

Several real-world classification problems are example-dependent cost-sensitive in nature, where the costs due to misclassification vary between examples. Credit scoring is a typical example of cost-sensitive classification. However, it is usually treated using methods that do not take into account the real financial costs associated with the lending business. In this paper, we propose a new example-dependent cost matrix for credit scoring. Furthermore, we propose an algorithm that introduces the example-dependent costs into a logistic regression. Using two publicly available datasets, we compare our proposed method against state-of-the-art example-dependent cost-sensitive algorithms. The results highlight the importance of using real financial costs. Moreover, by using the proposed cost-sensitive logistic regression, significant improvements are made in the sense of higher savings. [less ▲]

Improving Credit Card Fraud Detection with Calibrated Probabilities

in Proceedings of the fourteenth SIAM International Conference on Data Mining, Philadelphia, Pennsylvania, USA, April 24-26, 2014. (2014)

Previous analysis has shown that applying Bayes minimum risk to detect credit card fraud leads to better results measured by monetary savings, as compared with traditional methodologies. Nevertheless ... [more ▼]

Previous analysis has shown that applying Bayes minimum risk to detect credit card fraud leads to better results measured by monetary savings, as compared with traditional methodologies. Nevertheless, this approach requires good probability estimates that not only separate well between positive and negative examples, but also assess the real probability of the event. Unfortunately, not all classification algorithms satisfy this restriction. In this paper, two different methods for calibrating probabilities are evaluated and analyzed in the context of credit card fraud detection, with the objective of finding the model that minimizes the real losses due to fraud. Even though under-sampling is often used in the context of classification with unbalanced datasets, it is shown that when probabilistic models are used to make decisions based on minimizing risk, using the full dataset provides significantly better results. In order to test the algorithms, a real dataset provided by a large European card processing company is used. It is shown that by calibrating the probabilities and then using Bayes minimum Risk the losses due to fraud are reduced. Furthermore, because of the good overall results, the aforementioned card processing company is currently incorporating the methodology proposed in this paper into their fraud detection system. Finally, the methodology has been tested on a different application, namely, direct marketing. [less ▲]

Surface UP-SR for an Improved Face Recognition Using Low Resolution Depth Cameras

in 11th IEEE International Conference on Advanced Video and Signal-Based Surveillance (AVSS'14) (2014)

We address the limitation of low resolution depth cameras in the context of face recognition. Considering a face as a surface in 3-D, we reformulate the recently proposed Upsampling for Precise ... [more ▼]

We address the limitation of low resolution depth cameras in the context of face recognition. Considering a face as a surface in 3-D, we reformulate the recently proposed Upsampling for Precise Super–Resolution algorithm as a new approach on three dimensional points. This reformulation allows an efficient implementation, and leads to a largely enhanced 3-D face reconstruction. Moreover, combined with a dedicated face detection and representation pipeline, the proposed method provides an improved face recognition system using low resolution depth cameras. We show experimentally that this system increases the face recognition rate as compared to directly using the low resolution raw data. [less ▲]

Dynamic Super Resolution of Depth Sequences with Non-Rigid Motions

in 20th International Conference on Image Processing (2013, September)

We enhance the resolution of depth videos acquired with low resolution time-of-flight cameras. To that end, we propose a new dedicated dynamic super-resolution that is capable to accurately super-resolve a ... [more ▼]

We enhance the resolution of depth videos acquired with low resolution time-of-flight cameras. To that end, we propose a new dedicated dynamic super-resolution that is capable to accurately super-resolve a depth sequence containing one or multiple moving objects without strong constraints on their shape or motion, thus clearly outperforming any existing super-resolution techniques that perform poorly on depth data and are either restricted to global motions or not precise because of an implicit estimation of motion. Our proposed approach is based on a new data model that leads to a robust registration of all depth frames after a dense upsampling. The texture-less nature of depth images allows to robustly handle sequences with multiple moving objects as confirmed by our experiments. [less ▲]

Cost sensitive credit card fraud detection using Bayes minimum risk

in International Conference on Machine Learning and Applications, 2013 IEEE 12th (2013)

Depth Super-Resolution by Enhanced Shift and Add

in Computer Analysis of Images and Patterns, 15th International Conference, CAIP 2013, York, UK, August 27-29, 2013, Proceedings, Part II (2013)

Spatio-Temporal ToF Data Enhancement by Fusion

in 19th IEEE International Conference on Image Processing (2012)

Bilateral Filter Evaluation Based on Exponential Kernels

in Pattern Recognition (ICPR), 2012 21st International Conference on (2012)

The well-known bilateral filter is used to smooth noisy images while keeping their edges. This filter is commonly used with Gaussian kernel functions without real justification. The choice of the kernel ... [more ▼]

The well-known bilateral filter is used to smooth noisy images while keeping their edges. This filter is commonly used with Gaussian kernel functions without real justification. The choice of the kernel functions has a major effect on the filter behavior. We propose to use exponential kernels with L1 distances instead of Gaussian ones. We derive Stein's Unbiased Risk Estimate to find the optimal parameters of the new filter and compare its performance with the conventional one. We show that this new choice of the kernels has a comparable smoothing effect but with sharper edges due to the faster, smoothly decaying kernels. [less ▲]

Who Clicks There!: Anonymizing the Photographer in a Camera Saturated Society

in Workshop on Privacy in the Electronic Society (WPES) (2011)