A computer-implemented method for training a classifier (60), particularly a binary classifier, for classifying input signals ( x i ) to optimize performance according to a non-decomposable metric that measures an alignment between classifications ( y i ) corresponding to input signals ( x i ) of a set of training data and corresponding predicted classifications ( ŷ i ) of said input signals obtained from said classifier, comprising the steps of:
- providing weighting factors that characterize how said non-decomposable metric depends on a plurality of terms from a confusion matrix of said classifications ( y i ) and said predicted classifications ( ŷ i );
- training said classifier (60) depending on said provided weighting factors.