Regularised extreme learning machine with misclassification cost and rejection cost for gene expression data classification.

The main purpose of traditional classification algorithms on bioinformatics application is to acquire better classification accuracy. However, these algorithms cannot meet the requirement that minimises the average misclassification cost. In this paper, a new algorithm of cost-sensitive regularised extreme learning machine (CS-RELM) was proposed by using probability estimation and misclassification cost to reconstruct the classification results. By improving the classification accuracy of a group of small sample which higher misclassification cost, the new CS-RELM can minimise the classification cost. The 'rejection cost' was integrated into CS-RELM algorithm to further reduce the average misclassification cost. By using Colon Tumour dataset and SRBCT (Small Round Blue Cells Tumour) dataset, CS-RELM was compared with other cost-sensitive algorithms such as extreme learning machine (ELM), cost-sensitive extreme learning machine, regularised extreme learning machine, cost-sensitive support vector machine (SVM). The results of experiments show that CS-RELM with embedded rejection cost could reduce the average cost of misclassification and made more credible classification decision than others.