Efficient Optimization of -Measure with Cost-Sensitive SVM

Algorithm 1

Bundle method for solving OP1 within tolerance .

(1) Input: convergence threshold ;

(2) Initialize: weight vector and iteration index ;

(3) repeat

(4) ;

(5) Compute ;

(6) Compute bias ;

(7) Update the lower bound ;

(8) ;

(9) Compute current gap ;

(10) until ;

(11) Output: as the of OP1.