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A weighted SOM for classifying data with instance-varying importance

  • Peter Sarlin
Original Article

Abstract

This paper presents a weighted self-organizing map (WSOM) that combines the advantages of the standard SOM paradigm with learning that accounts for instance-varying importance. While the learning of the classical batch SOM weights data by a neighborhood function, it is here augmented with a user-specified instance-specific importance weight for cost-sensitive classification. By focusing on instance-specific importance to the learning of a SOM, we take a perspective that goes beyond the common approach of incorporating a cost matrix into the objective function of a classifier. This paper provides evidence of the performance of the WSOM on standard benchmark and real-world data. We compare the WSOM with a classical SOM and a conventional statistical approach in two financial classification tasks: credit scoring and financial crisis prediction. The significance of instance-varying importance weights, and the performance of the WSOM, is confirmed by being superior in terms of cost-sensitive classifications.

Keywords

Weighted self-organizing map Instance-varying cost Cost sensitive classification Cost-sensitive clustering 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2013

Authors and Affiliations

  1. 1.Department of Information Technologies, Turku Centre for Computer ScienceÅbo Akademi UniversityTurkuFinland

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