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Deep neural networks (DNNs) have been widely applied for classification tasks in wireless communications such as link scheduling, user association and base station (BS) muting. When training a DNN using datasets with highly-skewed class distribution where most data belong to a few majority classes, learning performance for minority classes will degrade since the imbalanced data forces the training process to be biased towards the majority classes. In many wireless problems, multiple decisions for classification are made jointly, say deciding which BSs in a network should be muted to avoid interference. In this paper, we employ DNN to learn an optimal predictive interference coordination policy, and strive to avoid biased learning in such a multi-label multi-class classification problem. The major contribution is proposing a training method to encourage fairness among classes by minimizing the maximal cost of decisions among classes, which is converted into a problem to optimize the weighting factors on the training cost of each class. We provide a gradient descent algorithm to optimize the weighting factors and the model parameters of the DNN by alternative updates. Simulation results show that the training method can improve the learning performance for the minority class and can achieve higher network utility than existing training methods. [ABSTRACT FROM AUTHOR]