Software defect prediction using cost-sensitive neural network

The software development life cycle generally includes analysis, design, implementation, test and release phases. The testing phase should be operated effectively in order to release bug-free software to end users. In the last two decades, academicians have taken an increasing interest in the software defect prediction problem, several machine learning techniques have been applied for more robust prediction. A different classification approach for this problem is proposed in this paper. A combination of traditional Artificial Neural Network (ANN) and the novel Artificial Bee Colony (ABC) algorithm are used in this study. Training the neural network is performed by ABC algorithm in order to find optimal weights. The False Positive Rate (FPR) and False Negative Rate (FNR) multiplied by parametric cost coefficients are the optimization task of the ABC algorithm. Software defect data in nature have a class imbalance because of the skewed distribution of defective and non-defective modules, so that conventional error functions of the neural network produce unbalanced FPR and FNR results. The proposed approach was applied to five publicly available datasets from the NASA Metrics Data Program repository. Accuracy, probability of detection, probability of false alarm, balance, Area Under Curve (AUC), and Normalized Expected Cost of Misclassification (NECM) are the main performance indicators of our classification approach. In order to prevent random results, the dataset was shuffled and the algorithm was executed 10 times with the use of n-fold cross-validation in each iteration. Our experimental results showed that a cost-sensitive neural network can be created successfully by using the ABC optimization algorithm for the purpose of software defect prediction.     

A cost-sensitive decision tree approach for fraud detection

With the developments in the information technology, fraud is spreading all over the world, resulting in huge financial losses. Though fraud prevention mechanisms such as CHIP&PIN are developed for credit card systems, these mechanisms do not prevent the most common fraud types such as fraudulent credit card usages over virtual POS (Point Of Sale) terminals or mail orders so called online credit card fraud. As a result, fraud detection becomes the essential tool and probably the best way to stop such fraud types. In this study, a new cost-sensitive decision tree approach which minimizes the sum of misclassification costs while selecting the splitting attribute at each non-terminal node is developed and the performance of this approach is compared with the well-known traditional classification models on a real world credit card data set. In this approach, misclassification costs are taken as varying. The results show that this cost-sensitive decision tree algorithm outperforms the existing well-known methods on the given problem set with respect to the well-known performance metrics such as accuracy and true positive rate, but also a newly defined cost-sensitive metric specific to credit card fraud detection domain. Accordingly, financial losses due to fraudulent transactions can be decreased more by the implementation of this approach in fraud detection systems.     

Cost-sensitive learning with conditional Markov networks

There has been a recent, growing interest in classification and link prediction in structured domains. Methods such as conditional random fields and relational Markov networks support flexible mechanisms for modeling correlations due to the link structure. In addition, in many structured domains, there is an interesting structure in the risk or cost function associated with different misclassifications. There is a rich tradition of cost-sensitive learning applied to unstructured (IID) data. Here we propose a general framework which can capture correlations in the link structure and handle structured cost functions. We present two new cost-sensitive structured classifiers based on maximum entropy principles. The first determines the cost-sensitive classification by minimizing the expected cost of misclassification. The second directly determines the cost-sensitive classification without going through a probability estimation step. We contrast these approaches with an approach which employs a standard 0/1-loss structured classifier to estimate class conditional probabilities followed by minimization of the expected cost of misclassification and with a cost-sensitive IID classifier that does not utilize the correlations present in the link structure. We demonstrate the utility of our cost-sensitive structured classifiers with experiments on both synthetic and real-world data.     

Automatically countering imbalance and its empirical relationship to cost

Learning from imbalanced data sets presents a convoluted problem both from the modeling and cost standpoints. In particular, when a class is of great interest but occurs relatively rarely such as in cases of fraud, instances of disease, and regions of interest in large-scale simulations, there is a correspondingly high cost for the misclassification of rare events. Under such circumstances, the data set is often re-sampled to generate models with high minority class accuracy. However, the sampling methods face a common, but important, criticism: how to automatically discover the proper amount and type of sampling? To address this problem, we propose a wrapper paradigm that discovers the amount of re-sampling for a data set based on optimizing evaluation functions like the f-measure, Area Under the ROC Curve (AUROC), cost, cost-curves, and the cost dependent f-measure. Our analysis of the wrapper is twofold. First, we report the interaction between different evaluation and wrapper optimization functions. Second, we present a set of results in a cost- sensitive environment, including scenarios of unknown or changing cost matrices. We also compared the performance of the wrapper approach versus cost-sensitive learning methods—MetaCost and the Cost-Sensitive Classifiers—and found the wrapper to outperform the cost-sensitive classifiers in a cost-sensitive environment. Lastly, we obtained the lowest cost per test example compared to any result we are aware of for the KDD-99 Cup intrusion detection data set.     

代价敏感概率神经网络及其在故障诊断中的应用

针对传统的分类算法人多以误分率最小化为目标,忽略了误分类型之间的差别和数据集的非平衡性的问题,提出代价敏感概率神经网络算法.该算法将代价敏感机制引入概率神经网络,用期望代价取代误分率,以期望代价最小化为目标,基于期望代价最小的贝叶斯决策规则预测新样本类别.采用工业现场数据和数据集German Credit验证了该算法的有效性.实验结果表明,该算法具有故障识别率高、泛化能力强、建模时间短等特点.     

多分类问题代价敏感AdaBoost算法

针对目前多分类代价敏感分类问题在转换成二分类代价敏感分类问题存在的代价合并问题, 研究并构造出了可直接应用于多分类问题的代价敏感AdaBoost算法.算法具有与连续AdaBoost算法 类似的流程和误差估计. 当代价完全相等时, 该算法就变成了一种新的多分类的连续AdaBoost算法, 算法能够确保训练错误率随着训练的分类器的个数增加而降低, 但不直接要求各个分类器相互独立条件, 或者说独立性条件可以通过算法规则来保证, 但现有多分类连续AdaBoost算法的推导必须要求各个分类器相互独立. 实验数据表明, 算法可以真正实现分类结果偏向错分代价较小的类, 特别当每一类被错分成其他类的代价不平衡但平均代价相等时, 目前已有的多分类代价敏感学习算法会失效, 但新方法仍然能 实现最小的错分代价. 研究方法为进一步研究集成学习算法提供了一种新的思路, 得到了一种易操作并近似满足分类错误率最小的多标签分类问题的AdaBoost算法.     

基于改进的代价敏感决策树的网络贷款分类

在网络贷款用户数据集中，贷款成功和贷款失败的用户数量存在着严重的不平衡，传统的机器学习算法在解决该类问题时注重整体分类正确率，导致贷款成功用户的预测精度较低。针对此问题，在代价敏感决策树敏感函数的计算中加入类分布，以减弱正负样本数量对误分类代价的影响，构建改进的代价敏感决策树；以该决策树作为基分类器并以分类准确度作为衡量标准选择表现较好的基分类器，将它们与最后阶段生成的分类器集成得到最终的分类器。实验结果表明，与已有的常用于解决此类问题的算法（如MetaCost算法、代价敏感决策树、AdaCost算法等）相比，改进的代价敏感决策树对网络贷款用户分类可以降低总体的误分类错误率，具有更强的泛化能力。     

ELM-based gene expression classification with misclassification cost

Cost-sensitive learning is a crucial problem in machine learning research. Traditional classification problem assumes that the misclassification for each category has the same cost, and the target of learning algorithm is to minimize the expected error rate. In cost-sensitive learning, costs of misclassification for samples of different categories are not the same; the target of algorithm is to minimize the sum of misclassification cost. Cost-sensitive learning can meet the actual demand of real-life classification problems, such as medical diagnosis, financial projections, and so on. Due to fast learning speed and perfect performance, extreme learning machine (ELM) has become one of the best classification algorithms, while voting based on extreme learning machine (V-ELM) makes classification results more accurate and stable. However, V-ELM and some other versions of ELM are all based on the assumption that all misclassifications have same cost. Therefore, they cannot solve cost-sensitive problems well. To overcome the drawback of ELMs mentioned above, an algorithm called cost-sensitive ELM (CS-ELM) is proposed by introducing misclassification cost of each sample into V-ELM. Experimental results on gene expression data show that CS-ELM is effective in reducing misclassification cost.     

Large margin cost-sensitive learning of conditional random fields

We tackle the structured output classification problem using the Conditional Random Fields (CRFs). Unlike the standard 0/1 loss case, we consider a cost-sensitive learning setting where we are given a non-0/1 misclassification cost matrix at the individual output level. Although the task of cost-sensitive classification has many interesting practical applications that retain domain-specific scales in the output space (e.g., hierarchical or ordinal scale), most CRF learning algorithms are unable to effectively deal with the cost-sensitive scenarios as they merely assume a nominal scale (hence 0/1 loss) in the output space. In this paper, we incorporate the cost-sensitive loss into the large margin learning framework. By large margin learning, the proposed algorithm inherits most benefits from the SVM-like margin-based classifiers, such as the provable generalization error bounds. Moreover, the soft-max approximation employed in our approach yields a convex optimization similar to the standard CRF learning with only slight modification in the potential functions. We also provide the theoretical cost-sensitive generalization error bound. We demonstrate the improved prediction performance of the proposed method over the existing approaches in a diverse set of sequence/image structured prediction problems that often arise in pattern recognition and computer vision domains.     

一种基于重取样的代价敏感学习算法

大多数非均衡数据集的研究集中于纯重构数据集或者纯代价敏感学习,本文针对数据集类分布非均衡和不相等误分类代价往往同时发生这一事实,提出了一种以最小误分类代价为目标的基于混合重取样的代价敏感学习算法。该算法将两种不同类型解决方案有机地融合在一起,先用样本类空间重构的方法使原始数据集的两类数据达到基本均衡,然后再引入代价敏感学习算法进行分类,能提高少数类分类精度,同时有效降低总的误分类代价。实验结果验证了该算法在处理非均衡类问题时比传统算法要优越。     

A closed-form reduction of multi-class cost-sensitive learning to weighted multi-class learning

In cost-sensitive learning, misclassification costs can vary for different classes. This paper investigates an approach reducing a multi-class cost-sensitive learning to a standard classification task based on the data space expansion technique developed by Abe et al., which coincides with Elkan's reduction with respect to binary classification tasks. Using this proposed reduction approach, a cost-sensitive learning problem can be solved by considering a standard 0/1 loss classification problem on a new distribution determined by the cost matrix. We also propose a new weighting mechanism to solve the reduced standard classification problem, based on a theorem stating that the empirical loss on independently identically distributed samples from the new distribution is essentially the same as the loss on the expanded weighted training set. Experimental results on several synthetic and benchmark datasets show that our weighting approach is more effective than existing representative approaches for cost-sensitive learning.     

基于支持向量机的代价敏感挖掘

针对一些数据挖掘应用中反例样本和正例样本具有不同误分类代价的情况，提出一种代价敏感支持向量机算法CS-SVM．CS-SVM包括3个步骤：首先，引入Sigmoid函数，根据样本到分类超平面的距离估计其后验概率；然后，根据误分类代价最小原则重构训练样本的类标号；最后，在重构后的训练集上使用标准SVM进行学习即得到嵌入误分类代价的最优分类超平面．基于CS-SVM的思路，提出一个通用的嵌入误分类代价的代价敏感分类算法G-CSC．试验结果表明：相比于SVM，CS-SVM大大降低测试集上的平均误分类代价．     

Handling over-fitting in test cost-sensitive decision tree learning by feature selection, smoothing and pruning

Cost-sensitive learning algorithms are typically designed for minimizing the total cost when multiple costs are taken into account. Like other learning algorithms, cost-sensitive learning algorithms must face a significant challenge, over-fitting, in an applied context of cost-sensitive learning. Specifically speaking, they can generate good results on training data but normally do not produce an optimal model when applied to unseen data in real world applications. It is called data over-fitting. This paper deals with the issue of data over-fitting by designing three simple and efficient strategies, feature selection, smoothing and threshold pruning, against the TCSDT (test cost-sensitive decision tree) method. The feature selection approach is used to pre-process the data set before applying the TCSDT algorithm. The smoothing and threshold pruning are used in a TCSDT algorithm before calculating the class probability estimate for each decision tree leaf. To evaluate our approaches, we conduct extensive experiments on the selected UCI data sets across different cost ratios, and on a real world data set, KDD-98 with real misclassification cost. The experimental results show that our algorithms outperform both the original TCSDT and other competing algorithms on reducing data over-fitting.     

Imbalanced data classification using second-order cone programming support vector machines

Learning from imbalanced data sets is an important machine learning challenge, especially in Support Vector Machines (SVM), where the assumption of equal cost of errors is made and each object is treated independently. Second-order cone programming SVM (SOCP-SVM) studies each class separately instead, providing quite an interesting formulation for the imbalanced classification task. This work presents a novel second-order cone programming (SOCP) formulation, based on the LP-SVM formulation principle: the bound of the VC dimension is loosened properly using the _l∞$l_{\infty }$-norm, and the margin is directly maximized using two margin variables associated with each class. A regularization parameter C is considered in order to control the trade-off between the maximization of these two margin variables. The proposed method has the following advantages: it provides better results, since it is specially designed for imbalanced classification, and it reduces computational complexity, since one conic restriction is eliminated. Experiments on benchmark imbalanced data sets demonstrate that our approach accomplishes the best classification performance, compared with the traditional SOCP-SVM formulation and with cost-sensitive formulations for linear SVM.     

用于不平衡数据分类的代价敏感超网络算法

传统的超网络模型在处理不平衡数据分类问题时,具有很大的偏向性,正类的识别率远远高于负类。为此,提出了一种代价敏感超网络Boosting集成算法。首先,将代价敏感学习引入超网络模型,提出了代价敏感的超网络模型;同时,为了使算法能够自适应正类的错分代价,采用Boosting算法对代价敏感超网络进行集成。代价敏感超网络能很好地修正传统的超网络在处理不平衡数据分类问题时过分偏向正类的缺陷,提高对负类的分类准确性。实验结果表明,代价敏感超网络Boosting集成算法具有处理不平衡数据分类问题的优势。     

基于代价极速学习机的软件缺陷报告分类方法

在所有的软件系统开发过程中,Bug的存在是不可避免的问题.对于软件系统的开发者来说,修复Bug最有利的工具就是Bug报告.但是人工识别Bug报告会给开发人员带来新的负担,因此,自动对Bug报告进行分类是一项很有必要的工作.基于此,提出用基于极速学习机的方法来对Bug报告进行分类.具体而言,主要解决Bug报告自动分类的3个问题：第1个是Bug报告数据集里不同类别的样本数量不平衡问题;第2个是Bug报告数据集里被标注的样本不充足问题;第3个是Bug报告数据集总体样本量不充足问题.为了解决这3个问题,分别引入了基于代价的有监督分类方法、基于模糊度的半监督学习方法以及样本迁移方法.通过在多个Bug报告数据集上进行实验,验证了这些方法的可行性和有效性.     

A multi-objective genetic optimization for fast,fuzzy rule-based credit classification with balanced accuracy and interpretability

Credit classification is an important component of critical financial decision making tasks such as credit scoring and bankruptcy prediction. Credit classification methods are usually evaluated in terms of their accuracy, interpretability, and computational efficiency. In this paper, we propose an approach for automatic designing of fuzzy rule-based classifiers (FRBCs) from financial data using multi-objective evolutionary optimization algorithms (MOEOAs). Our method generates, in a single experiment, an optimized collection of solutions (financial FRBCs) characterized by various levels of accuracy-interpretability trade-off. In our approach we address the complexity- and semantics-related interpretability issues, we introduce original genetic operators for the classifier's rule base processing, and we implement our ideas in the context of Non-dominated Sorting Genetic Algorithm II (NSGA-II), i.e., one of the presently most advanced MOEOAs. A significant part of the paper is devoted to an extensive comparative analysis of our approach and 24 alternative methods applied to three standard financial benchmark data sets, i.e., Statlog (Australian Credit Approval), Statlog (German Credit Approval), and Credit Approval (also referred to as Japanese Credit) sets available from the UCI repository of machine learning databases (http://archive.ics.uci.edu/ml). Several performance measures including accuracy, sensitivity, specificity, and some number of interpretability measures are employed in order to evaluate the obtained systems. Our approach significantly outperforms the alternative methods in terms of the interpretability of the obtained financial data classifiers while remaining either competitive or superior in terms of their accuracy and the speed of decision making.     

代价敏感支持向量机

以分类精度为目标的传统分类算法通常假定：每个样本的误分类具有同样的代价且每类样本数大致相等．但现实数据挖掘中该假定不成立时，这些算法的直接应用不能取得理想的分类和预测．针对此缺隙，并基于标准的SVM，通过在SVM的设计中集成样本的不同误分类代价，提出代价敏感支持向量机（CS-SVM）的设计方法．实验结果表明CS-SVM是有效的．     

Instance weighting versus threshold adjusting for cost-sensitive classification

In real-world classification problems, different types of misclassification errors often have asymmetric costs, thus demanding cost-sensitive learning methods that attempt to minimize average misclassification cost rather than plain error rate. Instance weighting and post hoc threshold adjusting are two major approaches to cost-sensitive classifier learning. This paper compares the effects of these two approaches on several standard, off-the-shelf classification methods. The comparison indicates that the two approaches lead to similar results for some classification methods, such as Naïve Bayes, logistic regression, and backpropagation neural network, but very different results for other methods, such as decision tree, decision table, and decision rule learners. The findings from this research have important implications on the selection of the cost-sensitive classifier learning approach as well as on the interpretation of a recently published finding about the relative performance of Naïve Bayes and decision trees.