Cost-sensitive classification with deep learning using cost-aware pre-training

Abstract

Classification techniques are disclosed that take into account the 'cost' of each type of classification error for minimizing total cost of errors. In one example embodiment, a pre-trained cost-sensitive auto-encoder can be used in combination with a training (fine-tuning) stage for cost-sensitive deep learning. Thus, cost information is effectively combined with deep learning by modifying the objective function in the pre-training phase. By minimizing the modified objective function, the auto-encoder not only tries to capture underlying pattern, it further 'learns' the cost information and “stores” it in the structure. By later fine-tuning at the training stage, the classification system yields improved performance (lower cost) than a typical classification system that does not take cost information into account during pre-training.