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arXiv 2302.09288stat.MLcs.LGstat.ME
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Data Augmentation for Imbalanced Regression

Univ. Lyon(里昂大学);UCBL(里昂第一大学);ISFA(里昂金融与保险学院);Aix-Marseille Univ.(艾克斯-马赛大学);CNRS(法国国家科学研究中心);UQAM(魁北克大学蒙特利尔分校)

Samuel Stocksieker, Denys Pommeret, Arthur Charpentier

英文摘要:

In this work, we consider the problem of imbalanced data in a regression framework when the imbalanced phenomenon concerns continuous or discrete covariates. Such a situation can lead to biases in the estimates. In this case, we propose a data augmentation algorithm that combines a weighted resampling (WR) and a data augmentation (DA) procedure. In a first step, the DA procedure permits exploring a wider support than the initial one. In a second step, the WR method drives the exogenous distribution to a target one. We discuss the choice of the DA procedure through a numerical study that illustrates the advantages of this approach. Finally, an actuarial application is studied.

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