# Adaptive Cost-sensitive Online Classification

arXiv: https://arxiv.org/abs/1804.02246 · HTML: https://mlsanity.com/paper/1804.02246/

## Key facts

- Cited by 18 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 6 Apr 2018.

## Built on by (most cited first, 18 of 18)

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- [On the KL-Divergence-based Robust Satisficing Model](https://mlsanity.com/paper/2408.09157/) (2024)
- [Compositional Attribute Imbalance in Vision Datasets](https://mlsanity.com/paper/2506.14418/) (2025)
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- [Deterministic Online Classification: Non-iteratively Reweighted Recursive Least-Squares for Binary Class Rebalancing](https://mlsanity.com/paper/2301.09230/) (2023)
- [Harmonized Gradient Descent for Class Imbalanced Data Stream Online Learning](https://mlsanity.com/paper/2508.11353/) (2025)

## Abstract (arXiv)

Cost-Sensitive Online Classification has drawn extensive attention in recent years, where the main approach is to directly online optimize two well-known cost-sensitive metrics: (i) weighted sum of sensitivity and specificity; (ii) weighted misclassification cost. However, previous existing methods only considered first-order information of data stream. It is insufficient in practice, since many recent studies have proved that incorporating second-order information enhances the prediction performance of classification models. Thus, we propose a family of cost-sensitive online classification algorithms with adaptive regularization in this paper. We theoretically analyze the proposed algorithms and empirically validate their effectiveness and properties in extensive experiments. Then, for better trade off between the performance and efficiency, we further introduce the sketching technique into our algorithms, which significantly accelerates the computational speed with quite slight performance loss. Finally, we apply our algorithms to tackle several online anomaly detection tasks from real world. Promising results prove that the proposed algorithms are effective and efficient in solving cost-sensitive online classification problems in various real-world domains.
