  Deep Learning (DL) methods show very good performance when trained on large,
balanced data sets. However, many practical problems involve imbalanced data
sets, or/and classes with a small number of training samples. The performance
of DL methods as well as more traditional classifiers drops significantly in
such settings. Most of the existing solutions for imbalanced problems focus on
customizing the data for training. A more principled solution is to use mixed
Hinge-Minimax risk [19] specifically designed to solve binary problems with
imbalanced training sets. Here we propose a Latent Hinge Minimax (LHM) risk and
a training algorithm that generalizes this paradigm to an ensemble of
hyperplanes that can form arbitrary complex, piecewise linear boundaries. To
extract good features, we combine LHM model with CNN via transfer learning. To
solve multi-class problem we map pre-trained category-specific LHM classifiers
to a multi-class neural network and adjust the weights with very fast tuning.
LHM classifier enables the use of unlabeled data in its training and the
mapping allows for multi-class inference, resulting in a classifier that
performs better than alternatives when trained on a small number of training
samples.
