SMOTE for Learning from Imbalanced Data: Progress and Challenges, Marking the 15-year Anniversary

The Synthetic Minority Oversampling Technique (SMOTE) preprocessing algorithm is considered \de facto" standard in the framework of learning from imbalanced data. This is due to its simplicity in the design of the procedure, as well as its robustness when applied to di erent type of problems. Since its publication in 2002, SMOTE has proven successful in a variety of applications from several di erent domains. SMOTE has also inspired several approaches to counter the issue of class imbalance, and has also signi cantly contributed to new supervised learning paradigms, including multilabel classi cation, incremental learning, semi-supervised learning, multi-instance learning, among others. It is standard benchmark for learning from imbalanced data. It is also featured in a number of di erent software packages | from open source to commercial. In this paper, marking the fteen year anniversary of SMOTE, we re ect on the SMOTE journey, discuss the current state of a airs with SMOTE, its applications, and also identify the next set of challenges to extend SMOTE for Big Data problems.This work have been partially supported by the Spanish Ministry of Science and Technology under projects TIN2014-57251-P, TIN2015-68454-R and TIN2017-89517-P; the Project 887 BigDaP-TOOLS - Ayudas Fundaci on BBVA a Equipos de Investigaci on Cient ca 2016; and the National Science Foundation (NSF) Grant IIS-1447795

Facing online challenges using learning classifier systems

Els grans avenços en el camp de l’aprenentatge automàtic han resultat en el disseny de màquines competents que són capaces d’aprendre i d’extreure informació útil i original de l’experiència. Recentment, algunes d’aquestes tècniques d’aprenentatge s’han aplicat amb èxit per resoldre problemes del món real en àmbits tecnològics, mèdics, científics i industrials, els quals no es podien tractar amb tècniques convencionals d’anàlisi ja sigui per la seva complexitat o pel gran volum de dades a processar. Donat aquest èxit inicial, actualment els sistemes d’aprenentatge s’enfronten a problemes de complexitat més elevada, el que ha resultat en un augment de l’activitat investigadora entorn sistemes capaços d’afrontar nous problemes del món real eficientment i de manera escalable. Una de les famílies d’algorismes més prometedores en l’aprenentatge automàtic són els sistemes classificadors basats en algorismes genetics (LCSs), el funcionament dels quals s’inspira en la natura. Els LCSs intenten representar les polítiques d’actuació d’experts humans amb un conjunt de regles que s’empren per escollir les millors accions a realitzar en tot moment. Així doncs, aquests sistemes aprenen polítiques d’actuació de manera incremental a mida que van adquirint experiència a través de la informació nova que se’ls va presentant durant el temps. Els LCSs s’han aplicat, amb èxit, a camps tan diversos com la predicció de càncer de pròstata o el suport a la inversió en borsa, entre altres. A més en alguns casos s’ha demostrat que els LCSs realitzen tasques superant la precisió dels éssers humans. El propòsit d’aquesta tesi és explorar la naturalesa de l’aprenentatge online dels LCSs d’estil Michigan per a la mineria de grans quantitats de dades en forma de fluxos d’informació continus a alta velocitat i canviants en el temps. Molt sovint, l’extracció de coneixement a partir d’aquestes fonts de dades és clau per tal d’obtenir una millor comprensió dels processos que les dades estan descrivint. Així, aprendre d’aquestes dades planteja nous reptes a les tècniques tradicionals d’aprenentatge automàtic, les quals no estan dissenyades per tractar fluxos de dades continus i on els conceptes i els nivells de soroll poden variar amb el temps de forma arbitrària. La contribució de la present tesi pren l’eXtended Classifier System (XCS), el LCS d’estil Michigan més estudiat i un dels algoritmes d’aprenentatge automàtic més competents, com el punt de partida. D’aquesta manera els reptes abordats en aquesta tesi són dos: el primer desafiament és la construcció d’un sistema supervisat competent sobre el framework dels LCSs d’estil Michigan que aprèn dels fluxos de dades amb una capacitat de reacció ràpida als canvis de concepte i entrades amb soroll. Com moltes aplicacions científiques i industrials generen grans quantitats de dades sense etiquetar, el segon repte és aplicar les lliçons apreses per continuar amb el disseny de LCSs d’estil Michigan capaços de solucionar problemes online sense assumir una estructura a priori en els dades d’entrada.Los grandes avances en el campo del aprendizaje automático han resultado en el diseño de máquinas capaces de aprender y de extraer información útil y original de la experiencia. Recientemente alguna de estas técnicas de aprendizaje se han aplicado con éxito para resolver problemas del mundo real en ámbitos tecnológicos, médicos, científicos e industriales, los cuales no se podían tratar con técnicas convencionales de análisis ya sea por su complejidad o por el gran volumen de datos a procesar. Dado este éxito inicial, los sistemas de aprendizaje automático se enfrentan actualmente a problemas de complejidad cada vez m ́as elevada, lo que ha resultado en un aumento de la actividad investigadora en sistemas capaces de afrontar nuevos problemas del mundo real de manera eficiente y escalable. Una de las familias más prometedoras dentro del aprendizaje automático son los sistemas clasificadores basados en algoritmos genéticos (LCSs), el funcionamiento de los cuales se inspira en la naturaleza. Los LCSs intentan representar las políticas de actuación de expertos humanos usando conjuntos de reglas que se emplean para escoger las mejores acciones a realizar en todo momento. Así pues estos sistemas aprenden políticas de actuación de manera incremental mientras van adquiriendo experiencia a través de la nueva información que se les va presentando. Los LCSs se han aplicado con éxito en campos tan diversos como en la predicción de cáncer de próstata o en sistemas de soporte de bolsa, entre otros. Además en algunos casos se ha demostrado que los LCSs realizan tareas superando la precisión de expertos humanos. El propósito de la presente tesis es explorar la naturaleza online del aprendizaje empleado por los LCSs de estilo Michigan para la minería de grandes cantidades de datos en forma de flujos continuos de información a alta velocidad y cambiantes en el tiempo. La extracción del conocimiento a partir de estas fuentes de datos es clave para obtener una mejor comprensión de los procesos que se describen. Así, aprender de estos datos plantea nuevos retos a las técnicas tradicionales, las cuales no están diseñadas para tratar flujos de datos continuos y donde los conceptos y los niveles de ruido pueden variar en el tiempo de forma arbitraria. La contribución del la presente tesis toma el eXtended Classifier System (XCS), el LCS de tipo Michigan más estudiado y uno de los sistemas de aprendizaje automático más competentes, como punto de partida. De esta forma los retos abordados en esta tesis son dos: el primer desafío es la construcción de un sistema supervisado competente sobre el framework de los LCSs de estilo Michigan que aprende de flujos de datos con una capacidad de reacción rápida a los cambios de concepto y al ruido. Como muchas aplicaciones científicas e industriales generan grandes volúmenes de datos sin etiquetar, el segundo reto es aplicar las lecciones aprendidas para continuar con el diseño de nuevos LCSs de tipo Michigan capaces de solucionar problemas online sin asumir una estructura a priori en los datos de entrada.Last advances in machine learning have fostered the design of competent algorithms that are able to learn and extract novel and useful information from data. Recently, some of these techniques have been successfully applied to solve real-­‐world problems in distinct technological, scientific and industrial areas; problems that were not possible to handle by the traditional engineering methodology of analysis either for their inherent complexity or by the huge volumes of data involved. Due to the initial success of these pioneers, current machine learning systems are facing problems with higher difficulties that hamper the learning process of such algorithms, promoting the interest of practitioners for designing systems that are able to scalably and efficiently tackle real-­‐world problems. One of the most appealing machine learning paradigms are Learning Classifier Systems (LCSs), and more specifically Michigan-­‐style LCSs, an open framework that combines an apportionment of credit mechanism with a knowledge discovery technique inspired by biological processes to evolve their internal knowledge. In this regard, LCSs mimic human experts by making use of rule lists to choose the best action to a given problem situation, acquiring their knowledge through the experience. LCSs have been applied with relative success to a wide set of real-­‐ world problems such as cancer prediction or business support systems, among many others. Furthermore, on some of these areas LCSs have demonstrated learning capacities that exceed those of human experts for that particular task. The purpose of this thesis is to explore the online learning nature of Michigan-­‐style LCSs for mining large amounts of data in the form of continuous, high speed and time-­‐changing streams of information. Most often, extracting knowledge from these data is key, in order to gain a better understanding of the processes that the data are describing. Learning from these data poses new challenges to traditional machine learning techniques, which are not typically designed to deal with data in which concepts and noise levels may vary over time. The contribution of this thesis takes the extended classifier system (XCS), the most studied Michigan-­‐style LCS and one of the most competent machine learning algorithms, as the starting point. Thus, the challenges addressed in this thesis are twofold: the first challenge is building a competent supervised system based on the guidance of Michigan-­‐style LCSs that learns from data streams with a fast reaction capacity to changes in concept and noisy inputs. As many scientific and industrial applications generate vast amounts of unlabelled data, the second challenge is to apply the lessons learned in the previous issue to continue with the design of unsupervised Michigan-­‐style LCSs that handle online problems without assuming any a priori structure in input data

Principled design of evolutionary learning sytems for large scale data mining

Currently, the data mining and machine learning fields are facing new challenges because of the amount of information that is collected and needs processing. Many sophisticated learning approaches cannot simply cope with large and complex domains, because of the unmanageable execution times or the loss of prediction and generality capacities that occurs when the domains become more complex. Therefore, to cope with the volumes of information of the current realworld problems there is a need to push forward the boundaries of sophisticated data mining techniques. This thesis is focused on improving the efficiency of Evolutionary Learning systems in large scale domains. Specifically the objective of this thesis is improving the efficiency of the Bioinformatic Hierarchical Evolutionary Learning (BioHEL) system, a system designed with the purpose of handling large domains. This is a classifier system that uses an Iterative Rule Learning approach to generate a set of rules one by one using consecutive Genetic Algorithms. This system have shown to be very competitive so far in large and complex domains. In particular, BioHEL has obtained very important results when solving protein structure prediction problems and has won related merits, such as being placed among the best algorithms for this purpose at the Critical Assessment of Techniques for Protein Structure Prediction (CASP) in 2008 and 2010, and winning the bronze medal at the HUMIES Awards for Human-competitive results in 2007. However, there is still a need to analyse this system in a principled way to determine how the current mechanisms work together to solve larger domains and determine the aspects of the system that can be improved towards this aim. To fulfil the objective of this thesis, the work is divided in two parts. In the first part of the thesis exhaustive experimentation was carried out to determine ways in which the system could be improved. From this exhaustive analysis three main weaknesses are pointed out: a) the problem-dependancy of parameters in BioHEL's fitness function, which results in having a system difficult to set up and which requires an extensive preliminary experimentation to determine the adequate values for these parameters; b) the execution time of the learning process, which at the moment does not use any parallelisation techniques and depends on the size of the training sets; and c) the lack of global supervision over the generated solutions which comes from the usage of the Iterative Rule Learning paradigm and produces larger rule sets in which there is no guarantee of minimality or maximal generality. The second part of the thesis is focused on tackling each one of the weaknesses abovementioned to have a system capable of handling larger domains. First a heuristic approach to set parameters within BioHEL's fitness function is developed. Second a new parallel evaluation process that runs on General Purpose Graphic Processing Units was developed. Finally, post-processing operators to tackle the generality and cardinality of the generated solutions are proposed. By means of these enhancements we managed to improve the BioHEL system to reduce both the learning and the preliminary experimentation time, increase the generality of the final solutions and make the system more accessible for end-users. Moreover, as the techniques discussed in this thesis can be easily extended to other Evolutionary Learning systems we consider them important additions to the research in this field towards tackling large scale domains

Recent Trends in Computational Intelligence

Traditional models struggle to cope with complexity, noise, and the existence of a changing environment, while Computational Intelligence (CI) offers solutions to complicated problems as well as reverse problems. The main feature of CI is adaptability, spanning the fields of machine learning and computational neuroscience. CI also comprises biologically-inspired technologies such as the intellect of swarm as part of evolutionary computation and encompassing wider areas such as image processing, data collection, and natural language processing. This book aims to discuss the usage of CI for optimal solving of various applications proving its wide reach and relevance. Bounding of optimization methods and data mining strategies make a strong and reliable prediction tool for handling real-life applications

Facetwise Analysis of XCS for Problems With Class Imbalances

Michigan-style learning classifier systems (LCSs) are online machine learning techniques that incrementally evolve distributed subsolutions which individually solve a portion of the problem space. As in many machine learning systems, extracting accurate models from problems with class imbalances-that is, problems in which one of the classes is poorly represented with respect to the other classes-has been identified as a key challenge to LCSs. Empirical studies have shown that Michigan-style LCSs fail to provide accurate subsolutions that represent the minority class in domains with moderate and large disproportion of examples per class; however, the causes of this failure have not been analyzed in detail. Therefore, the aim of this paper is to carefully examine the effect of class imbalances on different LCS components. The analysis focuses on XCS, which is the most-relevant Michigan-style LCS, although the models could be easily adapted to other LCSs. Design decomposition is used to identify five elements that are crucial to guaranteeing the success of LCSs in domains with class imbalances, and facetwise models that explain these different elements for XCS are developed. All theoretical models are validated with artificial problems. The integration of all these models enables us to identify the sweet spot where XCS is able to scalably and efficiently evolve accurate models of rare classes; furthermore, facetwise analysis is used as a tool for designing a set of configuration guidelines that have to be followed to ensure convergence. When properly configured, XCS is shown to be able to solve highly unbalanced problems that previously eluded solution