An asymmetric stagewise least square loss function for imbalanced classification
In this paper, we present an asymmetric stagewise least square (ASLS) loss function for imbalanced classification. While keeping all the advantages of the stagewise least square (SLS) loss function, such as, better robustness, computational efficiency and sparseness, the ASLS loss extends the SLS loss by adding another two parameters, namely, ramp coefficient and margin coefficient. Therefore, asymmetric ramps and margins can be formed which makes the ASLS loss be more flexible and appropriate for processing class imbalance problems. A reduced kernel classifier of the ASLS loss is also developed which only uses a small part of the dataset to generate an efficient nonlinear classifier. Experimental results confirm the effectiveness of the ASLS loss in imbalanced classification.