Cost-Sensitive Learning-based Methods for Imbalanced Classification Problems with Applications

Analysis and predictive modeling of massive datasets is an extremely significant problem that arises in many practical applications. The task of predictive modeling becomes even more challenging when data are imperfect or uncertain. The real data are frequently affected by outliers, uncertain labels, and uneven distribution of classes (imbalanced data). Such uncertainties create bias and make predictive modeling an even more difficult task. In the present work, we introduce a cost-sensitive learning method (CSL) to deal with the classification of imperfect data. Typically, most traditional approaches for classification demonstrate poor performance in an environment with imperfect data. We propose the use of CSL with Support Vector Machine, which is a well-known data mining algorithm. The results reveal that the proposed algorithm produces more accurate classifiers and is more robust with respect to imperfect data. Furthermore, we explore the best performance measures to tackle imperfect data along with addressing real problems in quality control and business analytics

An insight into the experimental design for credit risk and corporate bankruptcy prediction systems

Over the last years, it has been observed an increasing interest of the finance and business communities in any application tool related to the prediction of credit and bankruptcy risk, probably due to the need of more robust decision-making systems capable of managing and analyzing complex data. As a result, plentiful techniques have been developed with the aim of producing accurate prediction models that are able to tackle these issues. However, the design of experiments to assess and compare these models has attracted little attention so far, even though it plays an important role in validating and supporting the theoretical evidence of performance. The experimental design should be done carefully for the results to hold significance; otherwise, it might be a potential source of misleading and contradictory conclusions about the benefits of using a particular prediction system. In this work, we review more than 140 papers published in refereed journals within the period 2000–2013, putting the emphasis on the bases of the experimental design in credit scoring and bankruptcy prediction applications. We provide some caveats and guidelines for the usage of databases, data splitting methods, performance evaluation metrics and hypothesis testing procedures in order to converge on a systematic, consistent validation standard.This work has partially been supported by the Mexican Science and Technology Council (CONACYT-Mexico) through a Postdoctoral Fellowship [223351], the Spanish Ministry of Economy under grant TIN2013-46522-P and the Generalitat Valenciana under grant PROMETEOII/2014/062

Development of Machine Learning Techniques for Diabetic Retinopathy Risk Estimation

La retinopatia diabètica (DR) és una malaltia crònica. És una de les principals complicacions de diabetis i una causa essencial de pèrdua de visió entre les persones que pateixen diabetis. Els pacients diabètics han de ser analitzats periòdicament per tal de detectar signes de desenvolupament de la retinopatia en una fase inicial. El cribratge precoç i freqüent disminueix el risc de pèrdua de visió i minimitza la càrrega als centres assistencials. El nombre dels pacients diabètics està en augment i creixements ràpids, de manera que el fa difícil que consumeix recursos per realitzar un cribatge anual a tots ells. L’objectiu principal d’aquest doctorat. la tesi consisteix en construir un sistema de suport de decisions clíniques (CDSS) basat en dades de registre de salut electrònic (EHR). S'utilitzarà aquest CDSS per estimar el risc de desenvolupar RD. En aquesta tesi doctoral s'estudien mètodes d'aprenentatge automàtic per constuir un CDSS basat en regles lingüístiques difuses. El coneixement expressat en aquest tipus de regles facilita que el metge sàpiga quines combindacions de les condicions són les poden provocar el risc de desenvolupar RD. En aquest treball, proposo un mètode per reduir la incertesa en la classificació dels pacients que utilitzen arbres de decisió difusos (FDT). A continuació es combinen diferents arbres, usant la tècnica de Fuzzy Random Forest per millorar la qualitat de la predicció. A continuació es proposen diverses tècniques d'agregació que millorin la fusió dels resultats que ens dóna cadascun dels arbres FDT. Per millorar la decisió final dels nostres models, proposo tres mesures difuses que s'utilitzen amb integrals de Choquet i Sugeno. La definició d’aquestes mesures difuses es basa en els valors de confiança de les regles. En particular, una d'elles és una mesura difusa que es troba en la qual l'estructura jeràrquica de la FDT és explotada per trobar els valors de la mesura difusa. El resultat final de la recerca feta ha donat lloc a un programari que es pot instal·lar en centres d’assistència primària i hospitals, i pot ser usat pels metges de capçalera per fer l'avaluació preventiva i el cribatge de la Retinopatia Diabètica.La retinopatía diabética (RD) es una enfermedad crónica. Es una de las principales complicaciones de diabetes y una causa esencial de pérdida de visión entre las personas que padecen diabetes. Los pacientes diabéticos deben ser examinados periódicamente para detectar signos de diabetes. desarrollo de retinopatía en una etapa temprana. La detección temprana y frecuente disminuye el riesgo de pérdida de visión y minimiza la carga en los centros de salud. El número de pacientes diabéticos es enorme y está aumentando rápidamente, lo que lo hace difícil y Consume recursos para realizar una evaluación anual para todos ellos. El objetivo principal de esta tesis es construir un sistema de apoyo a la decisión clínica (CDSS) basado en datos de registros de salud electrónicos (EHR). Este CDSS será utilizado para estimar el riesgo de desarrollar RD. En este tesis doctoral se estudian métodos de aprendizaje automático para construir un CDSS basado en reglas lingüísticas difusas. El conocimiento expresado en este tipo de reglas facilita que el médico pueda saber que combinaciones de las condiciones son las que pueden provocar el riesgo de desarrollar RD. En este trabajo propongo un método para reducir la incertidumbre en la clasificación de los pacientes que usan árboles de decisión difusos (FDT). A continuación se combinan diferentes árboles usando la técnica de Fuzzy Random Forest para mejorar la calidad de la predicción. Se proponen también varias políticas para fusionar los resultados de que nos da cada uno de los árboles (FDT). Para mejorar la decisión final propongo tres medidas difusas que se usan con las integrales Choquet y Sugeno. La definición de estas medidas difusas se basa en los valores de confianza de las reglas. En particular, uno de ellos es una medida difusa descomponible en la que se usa la estructura jerárquica del FDT para encontrar los valores de la medida difusa. Como resultado final de la investigación se ha construido un software que puede instalarse en centros de atención médica y hospitales, i que puede ser usado por los médicos de cabecera para hacer la evaluación preventiva y el cribado de la Retinopatía Diabética.Diabetic retinopathy (DR) is a chronic illness. It is one of the main complications of diabetes, and an essential cause of vision loss among people suffering from diabetes. Diabetic patients must be periodically screened in order to detect signs of diabetic retinopathy development in an early stage. Early and frequent screening decreases the risk of vision loss and minimizes the load on the health care centres. The number of the diabetic patients is huge and rapidly increasing so that makes it hard and resource-consuming to perform a yearly screening to all of them. The main goal of this Ph.D. thesis is to build a clinical decision support system (CDSS) based on electronic health record (EHR) data. This CDSS will be utilised to estimate the risk of developing RD. In this Ph.D. thesis, I focus on developing novel interpretable machine learning systems. Fuzzy based systems with linguistic terms are going to be proposed. The output of such systems makes the physician know what combinations of the features that can cause the risk of developing DR. In this work, I propose a method to reduce the uncertainty in classifying diabetic patients using fuzzy decision trees. A Fuzzy Random forest (FRF) approach is proposed as well to estimate the risk for developing DR. Several policies are going to be proposed to merge the classification results achieved by different Fuzzy Decision Trees (FDT) models to improve the quality of the final decision of our models, I propose three fuzzy measures that are used with Choquet and Sugeno integrals. The definition of these fuzzy measures is based on the confidence values of the rules. In particular, one of them is a decomposable fuzzy measure in which the hierarchical structure of the FDT is exploited to find the values of the fuzzy measure. Out of this Ph.D. work, we have built a CDSS software that may be installed in the health care centres and hospitals in order to evaluate and detect Diabetic Retinopathy at early stages

Benchmarking datasets for Anomaly-based Network Intrusion Detection: KDD CUP 99 alternatives

Machine Learning has been steadily gaining traction for its use in Anomaly-based Network Intrusion Detection Systems (A-NIDS). Research into this domain is frequently performed using the KDD~CUP~99 dataset as a benchmark. Several studies question its usability while constructing a contemporary NIDS, due to the skewed response distribution, non-stationarity, and failure to incorporate modern attacks. In this paper, we compare the performance for KDD-99 alternatives when trained using classification models commonly found in literature: Neural Network, Support Vector Machine, Decision Tree, Random Forest, Naive Bayes and K-Means. Applying the SMOTE oversampling technique and random undersampling, we create a balanced version of NSL-KDD and prove that skewed target classes in KDD-99 and NSL-KDD hamper the efficacy of classifiers on minority classes (U2R and R2L), leading to possible security risks. We explore UNSW-NB15, a modern substitute to KDD-99 with greater uniformity of pattern distribution. We benchmark this dataset before and after SMOTE oversampling to observe the effect on minority performance. Our results indicate that classifiers trained on UNSW-NB15 match or better the Weighted F1-Score of those trained on NSL-KDD and KDD-99 in the binary case, thus advocating UNSW-NB15 as a modern substitute to these datasets.Comment: Paper accepted into Proceedings of IEEE International Conference on Computing, Communication and Security 2018 (ICCCS-2018) Statistics: 8 pages, 7 tables, 3 figures, 34 reference