针对不平衡数据集的Bagging改进算法

传统的Bagging分类方法对不平衡数据集进行分类时,虽然能够达到很高的分类精度,但是对其中少数类的分类准确率不高。为提高其对少数类数据的分类精度,利用SMOTE算法对样例集中的少数类样例进行加工,在Bagging算法中根据类值对各个样例的权重进行调整。混淆矩阵和ROC曲线表明改进算法达到了既能保证整体的分类准确率,又能提高少数类分类精度的目的。     

结合样本局部密度的非平衡数据集成分类算法

传统的过采样方法是解决非平衡数据分类问题的有效方法之一。基于SMOTE的过采样方法在数据集出现类别重叠(class-overlapping)和小析取项(small-disjuncts)问题时将降低采样的效果,针对该问题提出了一种基于样本局部密度的过采样算法MOLAD。在此基础上,为了解决非平衡数据的分类问题,提出了一种在采样阶段将MOLAD算法和基于Bagging的集成学习结合的算法LADBMOTE。LADBMOTE首先根据MOLAD计算每个少数类样本的K近邻,然后选择所有的K近邻进行采样,生成K个平衡数据集,最后利用基于Bagging的集成学习方法将K个平衡数据集训练得到的分类器集成。在KEEL公开的20个非平衡数据集上,将提出的LADBMOTE算法与当前流行的7个处理非平衡数据的算法对比,实验结果表明LADBMOTE在不同的分类器上的分类性能更好,鲁棒性更强。     

基于邻域混合抽样和动态集成的不平衡数据分类方法

不平衡数据严重影响了传统分类算法的性能,导致少数类的识别率降低。提出一种基于邻域特征的混合抽样技术,该技术根据样本邻域中的类别分布特征来确定采样权重,进而采用混合抽样的方法来获得平衡的数据集;然后采用一种基于局部置信度的动态集成方法,通过分类学习生成基分类器,对于每个检验的样本,根据局部分类精度动态地选择最优的基分类器进行组合。通过UCI标准数据集上的实验表明,该方法能够同时提高不平衡数据中少数类和多数类的分类精度。     

不平衡数据分类的混合算法

针对传统分类算法处理不平衡数据时,小类的分类精度过低问题,提出一种径向基函数神经网络和随机森林集成的混合分类算法．在小类样本之间用随机插值方式平衡数据集的分布,利用受试者特征曲线在置信度为95％下的面积为标准去除冗余特征;之后对输入数据用Bagging技术进行扰动,并以径向基函数神经网络作为随机森林中的基分类器,采用绝大多数投票方法进行决策的融合和输出．将该算法应用于UCI数据,以G均值和受试者特征曲线下的面积为评判标准,结果表明该方法能够有效地提高中度和高度不平衡数据的分类精度．     

一种面向不平衡数据分类的组合剪枝方法

传统的数据分类算法多是基于平衡的数据集创建,对不平衡数据分类时性能下降,而实践表明组合选择能有效提高算法在不平衡数据集上的分类性能。为此,从组合选择的角度考虑不平衡类学习问题,提出一种新的组合剪枝方法,用于提升组合分类器在不平衡数据上的分类性能。使用Bagging建立分类器库,直接用正类(少数类)实例作为剪枝集,并通过MBM指标和剪枝集,从分类器库中选择一个最优或次优子组合分类器作为目标分类器,用于预测待分类实例。在12个UCI数据集上的实验结果表明,与EasyEnsemble、Bagging和C4.5算法相比,该方法不但能大幅提升组合分类器在正类上的召回率,而且还能提升总体准确率。     

一种基于聚类融合欠抽样的不平衡数据分类方法

在面对现实中广泛存在的不平衡数据分类问题时,大多数 传统分类算法假定数据集类分布是平衡的,分类结果偏向多数类,效果不理想。为此,提出了一种基于聚类融合欠抽样的改进AdaBoost分类算法。该算法首先进行聚类融合,根据样本权值从每个簇中抽取一定比例的多数类和全部的少数类组成平衡数据集。使用AdaBoost算法框架,对多数类和少数类的错分类给予不同的权重调整,选择性地集成分类效果较好的几个基分类器。实验结果表明,该算法在处理不平衡数据分类上具有一定的优势。     

基于样本权重更新的不平衡数据集成学习方法

不平衡数据的问题普遍存在于大数据、机器学习的各个应用领域,如医疗诊断、异常检测等。研究者提出或采用了多种方法来进行不平衡数据的学习,比如数据采样(如SMOTE)或者集成学习(如EasyEnsemble)的方法。数据采样中的过采样方法可能存在过拟合或边界样本分类准确率较低等问题,而欠采样方法则可能导致欠拟合。文中将SMOTE,Bagging,Boosting等算法的基本思想进行融合,提出了Rotation SMOTE算法。该算法通过在Boosting过程中根据基分类器的预测结果对少数类样本进行SMOTE来间接地增大少数类样本的权重,并借鉴Focal Loss的基本思想提出了根据基分类器预测结果直接优化AdaBoost权重更新策略的FocalBoost算法。对不同应用领域共11个不平衡数据集的多个评价指标进行实验测试,结果表明,相比于其他不平衡数据算法(包括SMOTEBoost算法和EasyEnsemble算法),Rotation SMOTE算法在所有数据集上具有最高的召回率,并且在大多数数据集上具有最佳或者次佳的G-mean以及F1Score;而相比于原始的AdaBoost,FocalBoost则在其中9个不平衡数据集上都获得了更优的性能指标。     

基于BSMOTE和逆转欠抽样的不均衡数据分类算法

针对传统分类器在数据不均衡的情况下分类效果不理想的缺陷,为提高分类器在不均衡数据集下的分类性能,特别是少数类样本的分类能力,提出了一种基于BSMOTE 和逆转欠抽样的不均衡数据分类算法。该算法使用BSMOTE进行过抽样,人工增加少数类样本的数量,然后通过优先去除样本中的冗余和噪声样本,使用逆转欠抽样方法逆转少数类样本和多数类样本的比例。通过多次进行上述抽样形成多个训练集合,使用Bagging方法集成在多个训练集合上获得的分类器来提高有效信息的利用率。实验表明,该算法较几种现有算法不仅能够提高少数类样本的分类性能,而且能够有效提高整体分类准确度。     

一种代价敏感的旋转森林分类算法

分类器集成通过将弱学习器提升为强学习器,提高了分类器分类的准确性.但当它面对不平衡数据问题时,虽然比单个分类器效果要好,但依旧无法达到预期效果.基于此提出了一种代价敏感的旋转森林算法(CROF),利用旋转森林进行数据预处理,并将代价函数引入基分类器构造中,最终获得面向不平衡数据问题的新的集成分类器.经实验表明,CROF算法能够有效提高少数类的分类能力,可以较好处理不平衡问题.     

一种面向不平衡数据集的组合分类算法

为了提高不平衡数据集中少数类的分类准确率,文章对组合分类算法进行了研究,提出了一种新的组合分类算法WDB.该算法采用决策树C4.5和朴素贝叶斯两种不同的分类器作为基分类器,选择精确度(precision)作为权值,根据不同的训练集,通过"权值学习"的方式自动调整各基分类器的权值大小,然后,结合各基分类器的预测结果,利用加权平均法进行代数组合,构造出一种新的分类算法WDB.最后,以开放的不平衡数据集作为数据源,利用常见的性能评价指标进行实验验证.实验结果证明,在组合分类算法中引入"权值学习"能够发挥基分类器对于特定数据类型的分类优势,提高预测结果的准确率.WDB算法对不平衡数据集分类的性能优于决策树C4.5算法、朴素贝叶斯算法及随机森林算法,能够有效提升不平衡数据集中少数类的分类准确率.     

Building bagging on critical instances

The ensemble method is a powerful data mining paradigm, which builds a classification model by integrating multiple diversified component learners. Bagging is one of the most successful ensemble methods. It is made of bootstrap-inspired classifiers and uses these classifiers to get an aggregated classifier. However, in bagging, bootstrapped training sets become more and more similar as redundancy is increasing. Besides redundancy, any training set is usually subject to noise. Moreover, the training set might be imbalanced. Thus, each training instance has a different impact on the learning process. This paper explores some properties of the ensemble margin and its use in improving the performance of bagging. We introduce a new approach to measure the importance of training data in learning, based on the margin theory. Then, a new bagging method concentrating on critical instances is proposed. This method is more accurate than bagging and more robust than boosting. Compared to bagging, it reduces the bias while generally keeping the same variance. Our findings suggest that (a) examples with low margins tend to be more critical for the classifier performance; (b) examples with higher margins tend to be more redundant; (c) misclassified examples with high margins tend to be noisy examples. Our experimental results on 15 various data sets show that the generalization error of bagging can be reduced up to 2.5% and its resilience to noise strengthened by iteratively removing both typical and noisy training instances, reducing the training set size by up to 75%.     

Evolutionary under-sampling based bagging ensemble method for imbalanced data classification

In the class imbalanced learning scenario, traditional machine learning algorithms focusing on optimizing the overall accuracy tend to achieve poor classification performance especially for the minority class in which we are most interested. To solve this problem, many effective approaches have been proposed. Among them, the bagging ensemble methods with integration of the under-sampling techniques have demonstrated better performance than some other ones including the bagging ensemble methods integrated with the over-sampling techniques, the cost-sensitive methods, etc. Although these under-sampling techniques promote the diversity among the generated base classifiers with the help of random partition or sampling for the majority class, they do not take any measure to ensure the individual classification performance, consequently affecting the achievability of better ensemble performance. On the other hand, evolutionary under-sampling EUS as a novel undersampling technique has been successfully applied in searching for the best majority class subset for training a good-performance nearest neighbor classifier. Inspired by EUS, in this paper, we try to introduce it into the under-sampling bagging framework and propose an EUS based bagging ensemble method EUS-Bag by designing a new fitness function considering three factors to make EUS better suited to the framework. With our fitness function, EUS-Bag could generate a set of accurate and diverse base classifiers. To verify the effectiveness of EUS-Bag, we conduct a series of comparison experiments on 22 two-class imbalanced classification problems. Experimental results measured using recall, geometric mean and AUC all demonstrate its superior performance.     

基于概率阈值Bagging算法的不平衡数据分类方法

类别不平衡问题广泛存在于现实生活中,多数传统分类器假定类分布平衡或误分类代价相等,因此类别不平衡数据严重影响了传统分类器的分类性能。针对不平衡数据集的分类问题,提出了一种处理不平衡数据的概率阈值Bagging分类方法-PT Bagging。将阈值移动技术与Bagging集成算法结合起来,在训练阶段使用原始分布的训练集进行训练,在预测阶段引入决策阈值移动方法,利用校准的后验概率估计得到对不平衡数据分类的最大化性能测量。实验结果表明,PT Bagging算法具有更好的处理不平衡数据的分类优势。     

基于主动学习SMOTE的非均衡数据分类

少数类样本合成过采样技术(SMOTE)是一种典型的过采样数据预处理方法,它能够有效平衡非均衡数据,但会带来噪音等问题,影响分类精度。为解决此问题,借助主动学习支持向量机的分类性能,提出一种基于主动学习SMOTE的非均衡数据分类方法 ALSMOTE。由于主动学习支持向量机采用基于距离的主动选择最佳样本的学习策略,因此能够主动选择非均衡数据中的有价值的多数类样本,舍弃价值较小的样本,从而提高运算效率,改进SMOTE带来的问题。首先运用SMOTE方法均衡小部分样本,得到初始分类器;然后利用主动学习策略调整分类器精度。实验结果表明,该方法有效提高了非均衡数据的分类准确率。     

Preprocessed dynamic classifier ensemble selection for highly imbalanced drifted data streams

This work aims to connect two rarely combined research directions, i.e., non-stationary data stream classification and data analysis with skewed class distributions. We propose a novel framework employing stratified bagging for training base classifiers to integrate data preprocessing and dynamic ensemble selection methods for imbalanced data stream classification. The proposed approach has been evaluated based on computer experiments carried out on 135 artificially generated data streams with various imbalance ratios, label noise levels, and types of concept drift as well as on two selected real streams. Four preprocessing techniques and two dynamic selection methods, used on both bagging classifiers and base estimators levels, were considered. Experimentation results showed that, for highly imbalanced data streams, dynamic ensemble selection coupled with data preprocessing could outperform online and chunk-based state-of-art methods.     

用于不平衡数据分类的0阶TSK型模糊系统

处理不平衡数据分类时,传统模糊系统对少数类样本识别率较低.针对这一问题,首先,在前件参数学习上,提出了竞争贝叶斯模糊聚类（Bayesian fuzzy clustering based on competitive learning,BFCCL）算法,BFCCL算法考虑不同类别样本聚类中心间的排斥作用,采用交替迭代的执行方式并通过马尔科夫蒙特卡洛方法获得模型参数最优解.其次,在后件参数学习上,基于大间隔的策略并通过参数调节使得少数类到分类面的距离大于多数类到分类面的距离,该方法能有效纠正分类面的偏移.基于上述思想以0阶TSK型模糊系统为具体研究对象构造了适用于不平衡数据分类问题的0阶TSK型模糊系统（0-TSK-IDC）.人工和真实医学数据集实验结果表明,0-TSK-IDC在不平衡数据分类问题中对少数类和多数类均具有较高的识别率,且具有良好的鲁棒性和可解释性.     

基于GAN-AdaBoost-DT不平衡分类算法的信用卡欺诈分类

针对传统单个分类器在不平衡数据上分类效果有限的问题，基于对抗生成网络（GAN）和集成学习方法，提出一种新的针对二类不平衡数据集的分类方法——对抗生成网络-自适应增强-决策树（GAN-AdaBoost-DT）算法。首先，利用GAN训练得到生成模型，生成模型生成少数类样本，降低数据的不平衡性；其次，将生成的少数类样本代入自适应增强（AdaBoost）模型框架，更改权重，改进AdaBoost模型，提升以决策树（DT）为基分类器的AdaBoost模型的分类性能。使用受测者工作特征曲线下面积（AUC）作为分类评价指标，在信用卡诈骗数据集上的实验分析表明，该算法与合成少数类样本集成学习相比，准确率提高了4.5%，受测者工作特征曲线下面积提高了6.5%；对比改进的合成少数类样本集成学习，准确率提高了4.9%，AUC值提高了5.9%；对比随机欠采样集成学习，准确率提高了4.5%，受测者工作特征曲线下面积提高了5.4%。在UCI和KEEL的其他数据集上的实验结果表明，该算法在不平衡二分类问题上能提高总体的准确率，优化分类器性能。     

Ensemble weighted extreme learning machine for imbalanced data classification based on differential evolution

Extreme learning machine for single-hidden-layer feedforward neural networks has been extensively applied in imbalanced data learning due to its fast learning capability. Ensemble approach can effectively improve the classification performance by combining several weak learners according to a certain rule. In this paper, a novel ensemble approach on weighted extreme learning machine for imbalanced data classification problem is proposed. The weight of each base learner in the ensemble is optimized by differential evolution algorithm. Experimental results on 12 datasets show that the proposed method could achieve more classification performance compared with the simple vote-based ensemble method and non-ensemble method.

     

Feature selection in single and ensemble learning‐based bankruptcy prediction models

Feature selection is an important data preprocessing step for the construction of an effective bankruptcy prediction model. The prediction performance can be affected by the employed feature selection and classification techniques. However, there have been very few studies of bankruptcy prediction that identify the best combination of feature selection and classification techniques. In this study, two types of feature selection methods, including filter‐ and wrapper‐based methods, are considered, and two types of classification techniques, including statistical and machine learning techniques, are employed in the development of the prediction methods. In addition, bagging and boosting ensemble classifiers are also constructed for comparison. The experimental results based on three related datasets that contain different numbers of input features show that the genetic algorithm as the wrapper‐based feature selection method performs better than the filter‐based one by information gain. It is also shown that the lowest prediction error rates for the three datasets are provided by combining the genetic algorithm with the naïve Bayes and support vector machine classifiers without bagging and boosting.     

一种基于重取样的代价敏感学习算法

大多数非均衡数据集的研究集中于纯重构数据集或者纯代价敏感学习,本文针对数据集类分布非均衡和不相等误分类代价往往同时发生这一事实,提出了一种以最小误分类代价为目标的基于混合重取样的代价敏感学习算法。该算法将两种不同类型解决方案有机地融合在一起,先用样本类空间重构的方法使原始数据集的两类数据达到基本均衡,然后再引入代价敏感学习算法进行分类,能提高少数类分类精度,同时有效降低总的误分类代价。实验结果验证了该算法在处理非均衡类问题时比传统算法要优越。