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  4. Working Paper Series - Dipartimento di scienze economiche, aziendali, matematiche e statistiche "Bruno de Finetti"
  5. Working Papers Series 2010, 2
  6. Training and assessing classification rules with unbalanced data
 
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Training and assessing classification rules with unbalanced data

Menardi, Giovanna
•
Torelli, Nicola
2010
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ISBN
978-88-8303-321-6
http://hdl.handle.net/10077/4002
  • Book Chapter

Abstract
The problem of modeling binary responses by using cross-sectional data has been addressed with a number of satisfying solutions that draw on both parametric and nonparametric methods. However, there exist many real situations where one of the two responses (usually the most interesting for the analysis) is rare. It has been largely reported that this class imbalance heavily compromises the process of learning, because the model tends to focus on the prevalent class and to ignore the rare events. However, not only the estimation of the classification model is affected by a skewed distribution of the classes, but also the evaluation of its accuracy is jeopardized, because the scarcity of data leads to poor estimates of the model’s accuracy. In this work, the effects of class imbalance on model training and model assessing are discussed. Moreover, a unified and systematic framework for dealing with both the problems is proposed, based on a smoothed bootstrap re-sampling technique.
Series
Working paper series - Dipartimento di scienze economiche, aziendali, matematiche e statistiche "Bruno de Finetti"
2 (2010)
Subjects
  • accuracy

  • binary classification...

  • bootstrap

  • kernel density estima...

  • unbalanced learning

Publisher
EUT Edizioni Università di Trieste
Source
Giovanna Menardi, Nicola Torelli, "Training and assessing classification rules with unbalanced data", Working Paper Series, N. 2, 2010.
Languages
en
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