Hi Chris.
Thanks for your offer to contribute.
I'm not familiar with the paper. Is this a generic way to do the
multiclass -> binary transformation?
Then this might be a good addition to the OneVsRestClassifier.

I can not judge how relevant the technique is in practice, though.
Do you (or anyone else) have any experience?

Best,
Andy


On 12/06/2012 03:22 PM, Chris Brew wrote:
Would people be interested in having the cost-sensitive one-versus-all reduction from Vowpal Wabbit in sklearn,multiclass?

cf. http://hunch.net/~beygel/woa.pdf <http://hunch.net/%7Ebeygel/woa.pdf>

It looks to me like a feasible thing to implement, given the description in the paper, the implementation in vw and the existing code in sklearn, To do this I would use the sample_weight parameter to the fit method on the underlying binary classifier, which would limit applicability to the classifiers that support that.


I would be a first-time contributor, so I might be underestimating what is involved. What do people think?

Chris
--
Chris Brew, Educational Testing Service


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