A New Optimal Ensemble Algorithm Based on SVDD Sampling for Imbalanced Data Classification

摘要

Nowadays, imbalanced data classification is a hot topic in data mining and recently, several valuable researches have been conducted to overcome certain difficulties in the field. Moreover, those approaches, which are based on ensemble classifiers, have achieved reasonable results. Despite the success of these works, there are still many unsolved issues such as disregarding the importance of samples in balancing, determination of proper number of classifiers and optimizing weights of base classifiers in voting stage of ensemble methods. This paper intends to find an admissible solution for these challenges. The solution suggested in this paper applies the support vector data descriptor (SVDD) for sampling both minority and majority classes. After determining the optimal number of base classifiers, the selected samples are utilized to adjust base classifiers. Finally, genetic algorithm optimization is used in order to find the optimum weights of each base classifier in the voting stage. The proposed method is compared with some existing algorithms. The results of experiments confirm its effectiveness.