Making class bias useful: a strategy of learning from imbalanced data

  • Authors:
  • Jie Gu;Yuanbing Zhou;Xianqiang Zuo

  • Affiliations:
  • Software School of Tsinghua University;State Power Economic Research Institute, China;State Power Economic Research Institute, China

  • Venue:
  • IDEAL'07 Proceedings of the 8th international conference on Intelligent data engineering and automated learning
  • Year:
  • 2007

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Abstract

The performance of many learning methods are usually influenced by the class imbalance problem, where the training data is dominated by the instances belonging to one class. In this paper, we propose a novel method which combines random forest based techniques and sampling methods for effectively learning from imbalanced data. Our method is mainly composed of two phases: data cleaning and classification based on random forest. Firstly, the training data is cleaned through the elimination of dangerous negative instances. The data cleaning process is supervised by a negative biased random forest, where the negative instances have a major proportion of the training data in each of the tree in the forest. Secondly, we develop a variant of random forest in which each tree is biased towards the positive class to classify the data set, where a major vote is provided for prediction. In the experimental test, we compared our method with other existing methods on the real data sets, and the results demonstrate the significative performance improvement of our method in terms of the area under the ROC curve(AUC).