System and method for hierarchical classification

Abstract

An example method comprises performing for each class from a plurality of classes: constructing binary training set for the class, the binary training set including labeled cases for that class from the main training set other labeled cases from the main training set; training classifier for the class on the binary training set; computing a local calibration threshold using scores of the labeled cases in the binary training set; and adjusting all scores of the label cases in the binary training set with the local calibration threshold to meet a global decision threshold. The method also comprises determining, with the processor, a global hierarchical calibration threshold by using the adjusted scores for all classes to optimize a performance measurement of all trained classifiers. The method further comprises classifying, with the processor, a new case by using a previously trained classifier, a local calibration threshold, and the global hierarchical calibration threshold.