AUC analysis of the pareto-front using multi-objective GP for classification with unbalanced data

  • Authors:
  • Urvesh Bhowan;Mengjie Zhang;Mark Johnston

  • Affiliations:
  • Victoria University of Wellington, Wellington, New Zealand;Victoria University of Wellington, Wellington, New Zealand;Victoria University of Wellington, Wellington, New Zealand

  • Venue:
  • Proceedings of the 12th annual conference on Genetic and evolutionary computation
  • Year:
  • 2010

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Abstract

Learning algorithms can suffer a performance bias when data sets are unbalanced. This paper proposes a Multi-Objective Genetic Programming (MOGP) approach using the accuracy of the minority and majority class as learning objectives. We focus our analysis on the classification ability of evolved Pareto-front solutions using the Area Under the ROC Curve (AUC) and investigate which regions of the objective trade-off surface favour high-scoring AUC solutions. We show that a diverse set of well-performing classifiers is simultaneously evolved along the Pareto-front using the MOGP approach compared to canonical GP where only one solution is found along the objective trade-off surface, and that in some problems the MOGP solutions had better AUC than solutions evolved with canonical GP using hand-crafted fitness functions.