The invention provides an improved
multidimensional scaling heterogeneous cost-sensitive
decision tree building method, which comprises the steps of selecting splitSi from a candidate attribute according to a target function f(Si) of an attribute Si, extending branches meeting the condition splitS=splitSi from a node, supposing that the number of the branches meeting the condition is k and adding a blank node to the node, namely determining the number of the branches of the current node to be k+1; and simultaneously carrying out
pruning operation on leaf nodes by using a first
pruning technology, carrying out
pruning while building the tree, and stopping building the tree when two conditions are met as follows: (1) Yi is supposed to be a sample set meeting the condition splitS=splitSi in a training dataset, if Yi is null, one leaf node is added and the sample set is marked as the most common type in the training dataset; and (2) all examples in the node belong to the same type. According to the method provided by the invention, the classification accuracy is improved; the bias problem in the classification process is solved; and multiple cost
impact factors and the blank node in the branches of a
decision tree are considered, and the next step of classification operation can be continued through the blank node if an unknown
classification result does not conform to a current model.