A weighted SOM for classifying data with instance-varying importance

作者：Sarlin Peter^*

来源：International Journal of Machine Learning and Cybernetics, 2014, 5(1): 101-110.

DOI：10.1007/s13042-013-0175-3

• Weighted self-organizing map
• Instance-varying cost
• Cost sensitive classification
• Cost-sensitive clustering

This paper presents a weighted self-organizing map (WSOM) that combines the advantages of the standard SOM paradigm with learning that accounts for instance-varying importance. While the learning of the classical batch SOM weights data by a neighborhood function, it is here augmented with a user-specified instance-specific importance weight for cost-sensitive classification. By focusing on instance-specific importance to the learning of a SOM, we take a perspective that goes beyond the common approach of incorporating a cost matrix into the objective function of a classifier. This paper provides evidence of the performance of the WSOM on standard benchmark and real-world data. We compare the WSOM with a classical SOM and a conventional statistical approach in two financial classification tasks: credit scoring and financial crisis prediction. The significance of instance-varying importance weights, and the performance of the WSOM, is confirmed by being superior in terms of cost-sensitive classifications.

• 出版日期2014-2