Title
Optimizing Cost-Sensitive SVM for Imbalanced Data : Connecting Cluster to Classification.
Abstract
Class imbalance is one of the challenging problems for machine learning in many real-world applications, such as coal and gas burst accident monitoring: the burst premonition data is extreme smaller than the normal data, however, which is the highlight we truly focus on. Cost-sensitive adjustment approach is a typical algorithm-level method resisting the data set imbalance. For SVMs classifier, which is modified to incorporate varying penalty parameter(C) for each of considered groups of examples. However, the C value is determined empirically, or is calculated according to the evaluation metric, which need to be computed iteratively and time consuming. This paper presents a novel cost-sensitive SVM method whose penalty parameter C optimized on the basis of cluster probability density function(PDF) and the cluster PDF is estimated only according to similarity matrix and some predefined hyper-parameters. Experimental results on various standard benchmark data sets and real-world data with different ratios of imbalance show that the proposed method is effective in comparison with commonly used cost-sensitive techniques.
Year
Venue
Field
2017
arXiv: Learning
Data mining,Data set,Pattern recognition,Computer science,Support vector machine,Artificial intelligence,Classifier (linguistics),Probability density function,Machine learning,Similarity matrix
DocType
Volume
Citations 
Journal
abs/1702.01504
0
PageRank 
References 
Authors
0.34
6
3
Name
Order
Citations
PageRank
Qiuyan Yan100.68
Shixiong Xia210213.28
Fan-Rong Meng300.34