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Embedding cost-sensitive factors into the classifiers increases the classification stability and reduces the classification costs for classifying high-scale, redundant, and imbalanced datasets, such as the gene expression data. In this study, we extend our previous work, that is, Dissimilar ELM (D-ELM), by introducing misclassification costs into the classifier. We name the proposed algorithm as the cost-sensitive D-ELM (CS-D-ELM). Furthermore, we embed rejection cost into the CS-D-ELM to increase the classification stability of the proposed algorithm. Experimental results show that the rejection cost embedded CS-D-ELM algorithm effectively reduces the average and overall cost of the classification process, while the classification accuracy still remains competitive. The proposed method can be extended to classification problems of other redundant and imbalanced data.

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