Boosting for Learning Multiple Classes with Imbalanced Class Distribution

  • Authors:
  • Yanmin Sun;Mohamed S. Kamel;Yang Wang

  • Affiliations:
  • University of Waterloo, Canada;University of Waterloo, Canada;Pattern Discovery Software Systems Ltd., Canada

  • Venue:
  • ICDM '06 Proceedings of the Sixth International Conference on Data Mining
  • Year:
  • 2006

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Abstract

Classification of data with imbalanced class distribution has posed a significant drawback of the performance attainable by most standard classifier learning algorithms, which assume a relatively balanced class distribution and equal misclassification costs. This learning difficulty attracts a lot of research interests. Most efforts concentrate on bi-class problems. However, bi-class is not the only scenario where the class imbalance problem prevails. Reported solutions for bi-class applications are not applicable to multi-class problems. In this paper, we develop a cost-sensitive boosting algorithm to improve the classification performance of imbalanced data involving multiple classes. One barrier of applying the cost-sensitive boosting algorithm to the imbalanced data is that the cost matrix is often unavailable for a problem domain. To solve this problem, we apply Genetic Algorithm to search the optimum cost setup of each class. Empirical tests show that the proposed cost-sensitive boosting algorithm improves the classification performances of imbalanced data sets significantly.