In the case of a classification problem where a cost matrix is used to maximize the model performance, it is common to do a rebalance technique.
Let's say for example that I have the following costs for the two classes.
C(a,a) = 0, C(b,b) = 0, C(a,b) = 2, C(b,a) = 1.
Then, with a Rebalancing technique, I would need examples of class b twice as the examples of class a.
But, what should by rebalancing strategy will be when there is a cost for (a,a) or (b,b)?
C(a,a) = 0, C(b,b) = 2, C(a,b) = -2, C(b,a) = -10
How should I handle those cases?