Extreme Binary Classification: Extreme Value Theory for Extreme Constraint on False Negative

arXiv:2610.09984v1 Announce Type: cross Abstract: While binary classification is one of the most extensively studied problems in machine learning, the regime in which the goal is to learn a classifier with an almost zero false negative rate remains largely unexplored. In this paper, we introduce the Extreme Binary Classification problem, where the objective is to learn a classifier whose false negative rate alpha is constrained by epsilon_{N_1}=o_{N_1oinfty}(1/N_1), with N_1 denoting the number of positive examples in the training set. To address this problem, we propose a threshold adaptation method theoretically grounded in guarantees derived from Extreme Value Theory, together with a feature selection procedure based on a permutation test applied to sample maxima. Experimental results on four real-world datasets of varying sizes demonstrate that our approach compares favorably with state-of-the-art methods. In addition, we illustrate its interpretability through an application to a cancer screening dataset.

Source: arXiv cs.LG | 2026-10-08