Classifying severely imbalanced data

  • Authors:
  • William Klement;Szymon Wilk;Wojtek Michalowski;Stan Matwin

  • Affiliations:
  • Thomas Jefferson Medical College, PA;Poznan University of Technology, Poland;Telfer School of Management, Uni. of Ottawa, Canada;SITE, University of Ottawa, Canada

  • Venue:
  • Canadian AI'11 Proceedings of the 24th Canadian conference on Advances in artificial intelligence
  • Year:
  • 2011

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Abstract

Learning from data with severe class imbalance is difficult. Established solutions include: under-sampling, adjusting classification threshold, and using an ensemble. We examine the performance of combining these solutions to balance the sensitivity and specificity for binary classifications, and to reduce the MSE score for probability estimation.