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New fuzzy SVM model used in imbalanced datasets
Authors:CAI Yanyan  SONG Xiaodong
Affiliation:(School of Economics and Management, Beihang Univ., Beijing  100191, China)
Abstract:The paper proposes a new fuzzy SVM, called CI-FSVM(Class Imbalance Fuzzy Support Vector Machine) short for which is based on imbalanced datasets classification. By improving penalty functions, we reduce the sensitivity of the model for imbalanced datasets with “overlap”. In addition, the parameters in SVM models are optimized by the grid-parameter-search algorithm. The results show that the CI-FSVM has a better effect in imbalanced datasets classification compared with other models. It not only has a higher overall accuracy, but also improves are judgment accuracy when dealing with the minority classifications.
Keywords:support vector machine  classification  imbalanced datasets  noise samples  penalty function  
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