Neyman-Pearson Multi-Class Classification via Cost-Sensitive Learning
Bibliographic record
Abstract
Most existing classification methods aim to minimize the overall misclassification error rate. However, in applications such as loan default prediction, different types of errors can have varying consequences. To address this asymmetry issue, two popular paradigms have been developed: the Neyman-Pearson (NP) paradigm and the cost-sensitive (CS) paradigm. Previous studies on the NP paradigm have primarily focused on the binary case, while the multi-class NP problem poses a greater challenge due to its unknown feasibility. In this work, we tackle the multi-class NP problem by establishing a connection with the CS problem via strong duality and propose two algorithms. We extend the concept of NP oracle inequalities, crucial in binary classifications, to NP oracle properties in the multi-class context. Our algorithms satisfy these NP oracle properties under certain conditions. Furthermore, we develop practical algorithms to assess the feasibility and strong duality in multi-class NP problems, which can offer practitioners the landscape of a multi-class NP problem with various target error levels. Simulations and real data studies validate the effectiveness of our algorithms. To our knowledge, this is the first study to address the multi-class NP problem with theoretical guarantees. The proposed algorithms have been implemented in the R package npcs, which is available on CRAN.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.012 | 0.033 |
| Meta-epidemiology (narrow) | 0.001 | 0.001 |
| Meta-epidemiology (broad) | 0.003 | 0.001 |
| Bibliometrics | 0.003 | 0.003 |
| Science and technology studies | 0.001 | 0.002 |
| Scholarly communication | 0.003 | 0.004 |
| Open science | 0.004 | 0.004 |
| Research integrity | 0.002 | 0.005 |
| Insufficient payload (model declined to judge) | 0.004 | 0.001 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".