動態特徵投影應用在成本導向線上多標籤分類問題

Abstract

本論文研究三個重要且實際的議題:線上更新,標籤空間維度下 降,以及成本導向性,在多標籤分類問題上。目前的多標籤分類問題 演算法並未被設計來同時處理這三個議題。在本論文中,我們提出了 一個創新的演算法,成本導向動態特徵投影,來同時解決這三個議題。 本方法是基於一個將領先的標籤空間維度下降演算法利用線上主成份 分析延伸到線上更新的框架。詳細的說,本方法使用矩陣隨機梯度下 降法作為處理線上主成份分析問題的方法,並在與精心設計得線上回 歸學習者結合時建立其理論骨幹。另外,本方法將成本資訊嵌入標籤 權重之中以達有理論保證的成本導向性。我們也研究了本方法的實際 改進以提高效率。實驗結果表明,本方法在不同的評估標準上達到比 現有的多標籤分類演算法更好的實際表現,也證明了同時解決這三個 問題的重要性。

We study multi-label classification (MLC) with three important real-world issues: online updating, label space dimensional reduction (LSDR), and cost-sensitivity. Current MLC algorithms have not been designed to address these three issues simultaneously. In this paper, we propose a novel algorithm, cost- sensitive dynamic principal projection (CS-DPP) that resolves all three issues. The foundation of CS-DPP is a framework that extends a leading LSDR algorithm to online updating with online principal component analysis (PCA). In particular, CS-DPP investigates the use of matrix stochastic gradient as the on- line PCA solver, and establishes its theoretical backbone when coupled with a carefully-designed online regression learner. In addition, CS-DPP embeds the cost information into label weights to achieve cost-sensitivity along with theoretical guarantees. Practical enhancements of CS-DPP are also studied to improve its efficiency. Experimental results verify that CS-DPP achieves better practical performance than current MLC algorithms across different evaluation criteria, and demonstrate the importance of resolving the three issues simultaneously.