Constrained Naïve Bayes with application to unbalanced data classification

The Naïve Bayes is a tractable and efficient approach for statistical classification. In general classification problems, the consequences of misclassifications may be rather different in different classes, making it crucial to control misclassification rates in the most critical and, in many realwo...

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Bibliographic Details
Authors: Blanquero Bravo, Rafael, Carrizosa Priego, Emilio José, Ramírez Cobo, Josefa, Sillero Denamiel, María Remedios
Format: article
Status:Published version
Publication Date:2021
Country:España
Institution:Universidad de Sevilla (US)
Repository:idUS. Depósito de Investigación de la Universidad de Sevilla
OAI Identifier:oai:idus.us.es:11441/134739
Online Access:https://hdl.handle.net/11441/134739
https://doi.org/10.1007/s10100-021-00782-1
Access Level:Open access
Keyword:Probabilistic classification
Constrained optimization
Parameter estimation
Efficiency measures
Naïve Bayes
Description
Summary:The Naïve Bayes is a tractable and efficient approach for statistical classification. In general classification problems, the consequences of misclassifications may be rather different in different classes, making it crucial to control misclassification rates in the most critical and, in many realworld problems, minority cases, possibly at the expense of higher misclassification rates in less problematic classes. One traditional approach to address this problem consists of assigning misclassification costs to the different classes and applying the Bayes rule, by optimizing a loss function. However, fixing precise values for such misclassification costs may be problematic in realworld appli cations. In this paper we address the issue of misclassification for the Naïve Bayes classifier. Instead of requesting precise values of misclassification costs, threshold val ues are used for different performance measures. This is done by adding constraints to the optimization problem underlying the estimation process. Our findings show that, under a reasonable computational cost, indeed, the performance measures under con sideration achieve the desired levels yielding a user-friendly constrained classification procedure.