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A weighted SOM for classifying data with instance-varying importance

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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.

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Notes

  1. Weighting would also be applicable for the sequential algorithm. The weight should, however, be applied to the learning rate α rather than to each data point in (4). Kohonen [18] further reminds that αW < 1 to guarantee stability, which implies that weighting would not be applicable during the first training cycles with large α. This is not, however, a concern with the batch algorithm.

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  1. Department of Information Technologies, Turku Centre for Computer Science, Åbo Akademi University, Joukahaisenkatu 3-5, 20520, Turku, Finland

    Peter Sarlin

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Sarlin, P. A weighted SOM for classifying data with instance-varying importance. Int. J. Mach. Learn. & Cyber. 5, 101–110 (2014). https://doi.org/10.1007/s13042-013-0175-3

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