Post-boosting of classification boundary for imbalanced data using geometric mean.

Abstract

In this paper, a novel imbalance learning method for binary classes is proposed, named as Post-Boosting of classification boundary for Imbalanced data (PBI), which can significantly improve the performance of any trained neural networks (NN) classification boundary. The procedure of PBI simply consists of two steps: an (imbalanced) NN learning method is first applied to produce a classification boundary, which is then adjusted by PBI under the geometric mean (G-mean). For data imbalance, the geometric mean of the accuracies of both minority and majority classes is considered, that is statistically more suitable than the common metric accuracy. PBI also has the following advantages over traditional imbalance methods: (i) PBI can significantly improve the classification accuracy on minority class while improving or keeping that on majority class as well; (ii) PBI is suitable for large data even with high imbalance ratio (up to 0.001). For evaluation of (i), a new metric called Majority loss/Minority advance ratio (MMR) is proposed that evaluates the loss ratio of majority class to minority class. Experiments have been conducted for PBI and several imbalance learning methods over benchmark datasets of different sizes, different imbalance ratios, and different dimensionalities. By analyzing the experimental results, PBI is shown to outperform other imbalance learning methods on almost all datasets.