Neyman-pearson classiffication under high-dimensional settings

Anqi Zhao, Yang Feng, Lie Wang, Xin Tong

Research output: Contribution to journalArticle

Abstract

Most existing binary classiffication methods target on the optimization of the overall classification risk and may fail to serve some real-world applications such as cancer diagnosis, where users are more concerned with the risk of misclassifying one speciffic class than the other. Neyman-Pearson (NP) paradigm was introduced in this context as a novel statistical framework for handling asymmetric type I/II error priorities. It seeks classifiers with a minimal type II error and a constrained type I error under a user specified level. This article is the first attempt to construct classifiers with guaranteed theoretical performance under the NP paradigm in high-dimensional settings. Based on the fundamental Neyman-Pearson Lemma, we used a plug-in approach to construct NP-Type classifiers for Naive Bayes models. The proposed classifiers satisfy the NP oracle inequalities, which are natural NP paradigm counterparts of the oracle inequalities in classical binary classification. Besides their desirable theoretical properties, we also demonstrated their numerical advantages in prioritized error control via both simulation and real data studies.

Original languageEnglish (US)
Pages (from-to)1-39
Number of pages39
JournalJournal of Machine Learning Research
Volume17
StatePublished - Dec 1 2016

Keywords

  • Classiffication
  • High-dimension
  • NP oracle inequality
  • Naive Bayes
  • Neyman-Pearson (NP) paradigm
  • Plug-in approach
  • Screening

ASJC Scopus subject areas

  • Software
  • Control and Systems Engineering
  • Statistics and Probability
  • Artificial Intelligence

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