Selection of optimal threshold using cost and revenue matrix.

Jingru Chen Jayanta Das Hui Gong

Published in: Model. Assist. Stat. Appl. (2014)

Keyphrases

expected cost
optimal cost
minimum cost
adaptive threshold
optimal solution
total cost
optimal planning
return on investment
dynamic programming
average cost
cost sensitive
covariance matrix
worst case
linear algebra
threshold values
fixed cost
optimal selection
data sets