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arXiv 1908.08346cs.LGstat.ML

LoRAS: An oversampling approach for imbalanced datasets

University of Rostock(罗斯托克大学);Grenoble Alps University(格勒诺布尔阿尔卑斯大学);Grenoble Institute of Technology(格勒诺布尔理工学院);Stellenbosch Institute for Advanced Study (STIAS)(斯泰伦博斯高等研究院);Stellenbosch University(斯泰伦博斯大学)

Saptarshi Bej, Narek Davtyan, Markus Wolfien, Mariam Nassar, Olaf Wolkenhauer

英文摘要:

The Synthetic Minority Oversampling TEchnique (SMOTE) is widely-used for the analysis of imbalanced datasets. It is known that SMOTE frequently over-generalizes the minority class, leading to misclassifications for the majority class, and effecting the overall balance of the model. In this article, we present an approach that overcomes this limitation of SMOTE, employing Localized Random Affine Shadowsampling (LoRAS) to oversample from an approximated data manifold of the minority class. We benchmarked our algorithm with 14 publicly available imbalanced datasets using three different Machine Learning (ML) algorithms and compared the performance of LoRAS, SMOTE and several SMOTE extensions that share the concept of using convex combinations of minority class data points for oversampling with LoRAS. We observed that LoRAS, on average generates better ML models in terms of F1-Score and Balanced accuracy. Another key observation is that while most of the extensions of SMOTE we have tested, improve the F1-Score with respect to SMOTE on an average, they compromise on the Balanced accuracy of a classification model. LoRAS on the contrary, improves both F1 Score and the Balanced accuracy thus produces better classification models. Moreover, to explain the success of the algorithm, we have constructed a mathematical framework to prove that LoRAS oversampling technique provides a better estimate for the mean of the underlying local data distribution of the minority class data space.

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