{"id":719680,"date":"2021-01-22T13:49:06","date_gmt":"2021-01-22T21:49:06","guid":{"rendered":"https:\/\/www.microsoft.com\/en-us\/research\/?post_type=msr-research-item&p=719680"},"modified":"2021-01-22T13:59:49","modified_gmt":"2021-01-22T21:59:49","slug":"pac-bayesian-learning-with-asymmetric-cost","status":"publish","type":"msr-research-item","link":"https:\/\/www.microsoft.com\/en-us\/research\/publication\/pac-bayesian-learning-with-asymmetric-cost\/","title":{"rendered":"PAC-Bayesian learning with asymmetric cost"},"content":{"rendered":"

PAC-Bayes generalization bounds offer a theoretical foundation for learning classifiers with low generalization error and predicting their performance on unseen data. Current formulations implicitly assume that the relative cost of misclassifying a positive or negative example is reflected by the class skew in the training dataset. We present a learning approach based on minimizing an asymmetric generalization bound that enables PAC-Bayesian model selection under a class-specific performance constraint.<\/p>\n","protected":false},"excerpt":{"rendered":"

PAC-Bayes generalization bounds offer a theoretical foundation for learning classifiers with low generalization error and predicting their performance on unseen data. Current formulations implicitly assume that the relative cost of misclassifying a positive or negative example is reflected by the class skew in the training dataset. We present a learning approach based on minimizing an 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