Class imbalance learning via a fuzzy total margin based support vector machine

摘要

The classification of imbalanced data is a major challenge for machine learning. In this paper, we presented a fuzzy total margin based support vector machine (FTM-SVM) method to handle the class imbalance learning (CIL) problem in the presence of outliers and noise. The proposed method incorporates total margin algorithm, different cost functions and the proper approach of fuzzification of the penalty into FTM-SVM and formulates them in nonlinear case. We considered an excellent type of fuzzy membership functions to assign fuzzy membership values and got six FTM-SVM settings. We evaluated the proposed FTM-SVM method on two artificial data sets and 16 real-world imbalanced data sets. Experimental results show that the proposed FTM-SVM method has higher G_Mean and F_Measure values than some existing CIL methods. Based on the overall results, we can conclude that the proposed FTM-SVM method is effective for CIL problem, especially in the presence of outliers and noise in data sets. (C) 2015 Elsevier B.V. All rights reserved.