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Learning Through Utility Optimization in Regression Tasks

Title
Learning Through Utility Optimization in Regression Tasks
Type
Article in International Conference Proceedings Book
Year
2017
Authors
Branco, P
(Author)
Other
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Torgo, L
(Author)
FCUP
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Rita Ribeiro
(Author)
FCUP
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Frank, E
(Author)
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Pfahringer, B
(Author)
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Rau, MM
(Author)
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Other information
Authenticus ID: P-00N-H19
Abstract (EN): Accounting for misclassification costs is important in many practical applications of machine learning, and cost sensitive techniques for classification have been studied extensively. Utility-based learning provides a generalization of purely cost-based approaches that considers both costs and benefits, enabling application to domains with complex cost-benefit settings. However, there is little work on utility- or cost-based learning for regression. In this paper, we formally define the problem of utility-based regression and propose a strategy for maximizing the utility of regression models. We verify our findings in a large set of experiments that show the advantage of our proposal in a diverse set of domains, learning algorithms and cost/benefit settings.
Language: English
Type (Professor's evaluation): Scientific
No. of pages: 10
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