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Boosting imbalanced data learning with Wiener process oversampling |
Qian LI1, Gang LI2, Wenjia NIU1(), Yanan CAO1, Liang CHANG3, Jianlong TAN1, Li GUO1 |
1. Institute of Information Engineering, Chinese Academy of Sciences, Beijing 100093, China 2. School of Information Technology, Deakin University, Geelong VIC 3125, Australia 3. Guangxi Key Laboratory of Trusted Software, Guilin University of Electronic Technology, Guilin 541004, China |
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Abstract Learning from imbalanced data is a challenging task in a wide range of applications, which attracts significant research efforts from machine learning and data mining community. As a natural approach to this issue, oversampling balances the training samples through replicating existing samples or synthesizing new samples. In general, synthesization outperforms replication by supplying additional information on the minority class. However, the additional information needs to follow the same normal distribution of the training set, which further constrains the new samples within the predefined range of training set. In this paper, we present the Wiener process oversampling (WPO) technique that brings the physics phenomena into sample synthesization. WPO constructs a robust decision region by expanding the attribute ranges in training set while keeping the same normal distribution. The satisfactory performance of WPO can be achieved with much lower computing complexity. In addition, by integrating WPO with ensemble learning, the WPOBoost algorithm outperformsmany prevalent imbalance learning solutions.
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Keywords
imbalanced-data learning
oversampling
ensemble learning
Wiener process
AdaBoost
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Corresponding Author(s):
Wenjia NIU
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Just Accepted Date: 16 March 2016
Online First Date: 17 March 2017
Issue Date: 26 September 2017
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