Abstract. We consider the problem of multi-class classification with imbalanced data sets. To this end, we introduce a cost-sensitive multi-class Boosting algorithm (BA daCost) based on a generalization of the Boosting margin, termed multi-class cost sensitive margin. To address the class imbalance we introduce a cost matrix that weighs more hevily the costs of confused classes and a procedure to estimate these costs from the confusion matrix of a standard Oi l-loss classifier. Finally, we evaluate the performance of the approach with synthetic and real data-sets and compare our results with the AdaC2.Ml algorithm.