Most machine learning algorithms assume that all misclassification errors made by a model are equal. This is often not the case for imbalanced classification problems where missing a positive or minority class case is worse than incorrectly classifying an example from the negative or majority class. There are many real-world examples, such as detecting spam […]
How to Configure XGBoost for Imbalanced Classification
The XGBoost algorithm is effective for a wide range of regression and classification predictive modeling problems. It is an efficient implementation of the stochastic gradient boosting algorithm and offers a range of hyperparameters that give fine-grained control over the model training procedure. Although the algorithm performs well in general, even on imbalanced classification datasets, it […]
How to Develop a Cost-Sensitive Neural Network for Imbalanced Classification
Deep learning neural networks are a flexible class of machine learning algorithms that perform well on a wide range of problems. Neural networks are trained using the backpropagation of error algorithm that involves calculating errors made by the model on the training dataset and updating the model weights in proportion to those errors. The limitation […]
Cost-Sensitive SVM for Imbalanced Classification
The Support Vector Machine algorithm is effective for balanced classification, although it does not perform well on imbalanced datasets. The SVM algorithm finds a hyperplane decision boundary that best splits the examples into two classes. The split is made soft through the use of a margin that allows some points to be misclassified. By default, […]
Cost-Sensitive Decision Trees for Imbalanced Classification
The decision tree algorithm is effective for balanced classification, although it does not perform well on imbalanced datasets. The split points of the tree are chosen to best separate examples into two groups with minimum mixing. When both groups are dominated by examples from one class, the criterion used to select a split point will […]
Cost-Sensitive Logistic Regression for Imbalanced Classification
Logistic regression does not support imbalanced classification directly. Instead, the training algorithm used to fit the logistic regression model must be modified to take the skewed distribution into account. This can be achieved by specifying a class weighting configuration that is used to influence the amount that logistic regression coefficients are updated during training. The […]
Tour of Data Sampling Methods for Imbalanced Classification
Machine learning techniques often fail or give misleadingly optimistic performance on classification datasets with an imbalanced class distribution. The reason is that many machine learning algorithms are designed to operate on classification data with an equal number of observations for each class. When this is not the case, algorithms can learn that very few examples […]
How to Combine Oversampling and Undersampling for Imbalanced Classification
Resampling methods are designed to add or remove examples from the training dataset in order to change the class distribution. Once the class distributions are more balanced, the suite of standard machine learning classification algorithms can be fit successfully on the transformed datasets. Oversampling methods duplicate or create new synthetic examples in the minority class, […]
Undersampling Algorithms for Imbalanced Classification
Resampling methods are designed to change the composition of a training dataset for an imbalanced classification task. Most of the attention of resampling methods for imbalanced classification is put on oversampling the minority class. Nevertheless, a suite of techniques has been developed for undersampling the majority class that can be used in conjunction with effective […]
SMOTE for Imbalanced Classification with Python
Imbalanced classification involves developing predictive models on classification datasets that have a severe class imbalance. The challenge of working with imbalanced datasets is that most machine learning techniques will ignore, and in turn have poor performance on, the minority class, although typically it is performance on the minority class that is most important. One approach […]