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Sampling strategies for Imbalanced Learning

As discussed in my previous blog, Imbalanced data poses serious challenges in Machine Learning .  One of approach to combat this imbalance is data is to alter the training set in such a way as to create a more balanced class distribution so that the resulting sampled data set can be used with traditional data-mining algorithms. This can be achieved through...  Under-sample where the size of the majority class is reduced using different techniques like reducing redundancy, removing boundary candidates etc., Over-sample where the size of the minority class is increased by adding more candidates which can augment the data set. Hybrid approach where a combination of both oversampling of minority class and under sampling of majority class is attempted. Each of these techniques discussed below Random Over Sampling In random over-sampling, the minority class instances are duplicated in the data set until a more balanced distribution is reached. As a illustration, consider...

Machine learning challenges with Imbalanced Data

For many real world machine learning problem we see an imbalance in the data where one class under represented in relative to others. This leads to mis-classification of elements between classes. The cost of mis-classification is often unknown at learning time and can be far too high. We often see this type of imbalanced classification scenarios in fraud/intrusion detection, medical diagnosis/monitoring, bio-informatics, text categorization and et al. To better understand the problem, consider the “Mammography Data Set,” a collection of images acquired from a series of mammography examinations performed on a set of distinct patients. For such a data set, the natural classes that arise are “Positive” or “Negative” for an image representative of a “cancerous” or “healthy” patient, respectively. From experience, one would expect the number of noncancerous patients to exceed greatly the number of cancerous patients; indeed, this data set contains 10,923 “Negative” (majority class) and...