Analyzing PETs on imbalanced datasets when training and testing class distributions differ

  • Authors:
  • David Cieslak;Nitesh Chawla

  • Affiliations:
  • University of Notre Dame, Notre Dame, IN;University of Notre Dame, Notre Dame, IN

  • Venue:
  • PAKDD'08 Proceedings of the 12th Pacific-Asia conference on Advances in knowledge discovery and data mining
  • Year:
  • 2008

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Abstract

Many machine learning applications like finance, medicine, and risk management suffer from class imbalance: cases of interest occur rarely. Further complicating these applications is that the training and testing samples might differ significantly in their respective class distributions. Sampling has been shown to be a strong solution to imbalance and additionally offers a rich parameter space from which to select classifiers. This paper is concerned with the interaction between Probability Estimation Trees (PETs) [1], sampling, and performance metrics as testing distributions fluctuate substantially. A set of comprehensive analyses is presented, which anticipate classifier performance through a set of widely varying testing distributions.