The challenging task of medical diagnosis based on machine learning techniques requires an inherent bias, i.e., the diagnosis should favor the “ill” class over the “healthy” class, since misdiagnosing a patient as a healthy person may delay the therapy and aggravate the illness. Therefore, the objective in this task is not to improve the overall accuracy of the classification, but to focus on improving the sensitivity (the accuracy of the “ill” class) while maintaining an acceptable specificity (the accuracy of the “healthy” class). Some current methods adopt roundabout ways to impose a certain bias toward the important class, i.e., they try to utilize some intermediate factors to influence the classification. However, it remains uncertain whether these methods can improve the classification performance systematically. In this paper, by engaging a novel learning tool, the biased minimax probability machine (BMPM), we deal with the issue in a more elegant way and directly achieve the objective of app
