New fuzzy SVM model used in imbalanced datasets |
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Authors: | CAI Yanyan SONG Xiaodong |
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Affiliation: | (School of Economics and Management, Beihang Univ., Beijing 100191, China) |
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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. |
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Keywords: | support vector machine classification imbalanced datasets noise samples penalty function |
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