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Table of Contents
1. Introduction
2. Bayes consistent classi er design
3. Cost sensitive Bayes consistent classi er design
Summary
The document discusses a new procedure for learning cost-sensitive SVM classifiers, extending the hinge loss to the cost-sensitive setting. It explores the connections between risk minimization and probability elicitation in the context of cost-sensitive classification. The proposed algorithm aims to avoid the shortcomings of previous methods and demonstrates superior performance in cost-sensitive classification.