arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1702.01504cs.LG
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针对不平衡数据优化成本敏感的SVM:将聚类连接到分类

Optimizing Cost-Sensitive SVM for Imbalanced Data :Connecting Cluster to Classification

China University of Mining Technology(中国矿业大学)

Qiuyan Yan, Shixiong Xia, Fanrong Meng

摘要:

类别不平衡是机器学习在许多实际应用中面临的挑战性问题之一,如煤与瓦斯突出事故监测:突出前兆数据比正常数据小得多,而这正是我们真正关注的重点,代价敏感调整方法是一种典型的算法级抗数据集不平衡的方法。对于支持向量机分类器,它被修改为包含不同的惩罚参数(C)的每个考虑的组的例子。然而,C值是凭经验确定的,或者是根据评估度量计算的,这需要迭代计算并且耗时。本文提出了一种新的代价敏感的支持向量机方法,其惩罚参数C在聚类概率密度函数(PDF)的基础上进行优化,而聚类PDF仅根据相似性矩阵和一些预定义的超参数进行估计。在不同标准基准数据集和不同不平衡率的真实数据集上的实验结果表明,与常用的代价敏感技术相比,该方法是有效的。

英文摘要:

Class imbalance is one of the challenging problems for machine learning in many real-world applications, such as coal and gas burst accident monitoring: the burst premonition data is extreme smaller than the normal data, however, which is the highlight we truly focus on. Cost-sensitive adjustment approach is a typical algorithm-level method resisting the data set imbalance. For SVMs classifier, which is modified to incorporate varying penalty parameter(C) for each of considered groups of examples. However, the C value is determined empirically, or is calculated according to the evaluation metric, which need to be computed iteratively and time consuming. This paper presents a novel cost-sensitive SVM method whose penalty parameter C optimized on the basis of cluster probability density function(PDF) and the cluster PDF is estimated only according to similarity matrix and some predefined hyper-parameters. Experimental results on various standard benchmark data sets and real-world data with different ratios of imbalance show that the proposed method is effective in comparison with commonly used cost-sensitive techniques.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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