RB-CCR: Radial-Based Combined Cleaning and Resampling Algorithm for Imbalanced Data Classification

Abstract

Real-world classification domains, such as medicine, health and safety, and finance, often exhibit imbalanced class priors and have asynchronous misclassification costs. In such cases, the classification model must achieve a high recall without significantly impacting precision. Resampling the training data is the standard approach to improving classification performance on imbalanced binary data. However, the state-of-the-art methods ignore the local joint distribution of the data or correct it as a post-processing step. This can causes sub-optimal shifts in the training distribution, particularly when the target data distribution is complex. In this paper, we propose Radial-Based Combined Cleaning and Resampling (RB-CCR). RB-CCR utilizes the concept of class potential to refine the energy-based resampling approach of CCR. In particular, RB-CCR exploits the class potential to accurately locate sub-regions of the data-space for synthetic oversampling. The category sub-region for oversampling can be specified as an input parameter to meet domain-specific needs or be automatically selected via cross-validation. Our 5×2\documentclass[12pt]minimal \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}-69pt \begin{document}$5\times 2$\end{document} cross-validated results on 57 benchmark binary datasets with 9 classifiers show that RB-CCR achieves a better precision-recall trade-off than CCR and generally out-performs the state-of-the-art resampling methods in terms of AUC and G-mean.