Learning from high-dimensional and class-imbalanced datasets using random forests

Class imbalance and high dimensionality are two major issues in several real-life applications, e.g., in the fields of bioinformatics, text mining and image classification. However, while both issues have been extensively studied in the machine learning community, they have mostly been treated separately, and little research has been thus far conducted on which approaches might be best suited to deal with datasets that are class-imbalanced and high-dimensional at the same time (i.e., with a large number of features). This work attempts to give a contribution to this challenging research area by studying the effectiveness of hybrid learning strategies that involve the integration of feature selection techniques, to reduce the data dimensionality, with proper methods that cope with the adverse effects of class imbalance (in particular, data balancing and cost-sensitive methods are considered). Extensive experiments have been carried out across datasets from different domains, leveraging a well-known classifier, the Random Forest, which has proven to be effective in high-dimensional spaces and has also been successfully applied to imbalanced tasks. Our results give evidence of the benefits of such a hybrid approach, when compared to using only feature selection or imbalance learning methods alone

New Hybrid Data Preprocessing Technique for Highly Imbalanced Dataset

One of the most challenging problems in the real-world dataset is the rising numbers of imbalanced data. The fact that the ratio of the majorities is higher than the minorities will lead to misleading results as conventional machine learning algorithms were designed on the assumption of equal class distribution. The purpose of this study is to build a hybrid data preprocessing approach to deal with the class imbalance issue by applying resampling approaches and CSL for fraud detection using a real-world dataset. The proposed hybrid approach consists of two steps in which the first step is to compare several resampling approaches to find the optimum technique with the highest performance in the validation set. While the second method used CSL with optimal weight ratio on the resampled data from the first step. The hybrid technique was found to have a positive impact of 0.987, 0.974, 0.847, 0.853 F2-measure for RF, DT, XGBOOST and LGBM, respectively. Additionally, relative to the conventional methods, it obtained the highest performance for prediction

Customer retention

A research report submitted to the Faculty of Engineering and the Built Environment, University of the Witwatersrand, Johannesburg, in partial fulfillment of the requirements for the degree of Master of Science in Engineering. Johannesburg, May 2018The aim of this study is to model the probability of a customer to attrite/defect from a bank where, for example, the bank is not their preferred/primary bank for salary deposits. The termination of deposit inflow serves as the outcome parameter and the random forest modelling technique was used to predict the outcome, in which new data sources (transactional data) were explored to add predictive power. The conventional logistic regression modelling technique was used to benchmark the random forest’s results. It was found that the random forest model slightly overfit during the training process and loses predictive power during validation and out of training period data. The random forest model, however, remains predictive and performs better than logistic regression at a cut-off probability of 20%.MT 201

Discovering patterns in a survey of secondary injuries due to agricultural assistive technology

The research is motivated by the need for hazard assessment in agriculture field. A small and highly-imbalanced dataset, in which negative instances heavily outnumber positive instances, is derived from a survey of secondary injuries induced by implementation of agriculture assistive technology which assists farmers with injuries or disabilities to continue farm-related work. Three data mining approaches are applied to the imbalanced dataset in order to discover patterns contributing to secondary injuries. All of patterns discovered by the three approaches are compared according to three evaluation measurements: support, confidence and lift, and potentially most interesting patterns are found. Compared to graphical exploratory analysis which figures out causative factors by evaluating the single effects of attributes on the occurrence of secondary injuries, decision tree algorithm and subgroup discovery algorithms are able to find combinational factors by evaluating the interactive effects of attributes on the occurrence of secondary injuries. Graphical exploratory analysis is able to find patterns with highest support and subgroup discovery algorithms are good at finding high lift patterns. In addition, the experimental analysis of applying subgroup discovery to our secondary injury dataset demonstrates subgroup discovery method\u27s capability of dealing with imbalanced datasets. Therefore, identifying risk factors contributing to secondary injuries, as well as providing a useful alternative method (subgroup discovery) of dealing with small and highly-imbalanced datasets are important outcomes of this thesis

Granular Support Vector Machines Based on Granular Computing, Soft Computing and Statistical Learning

With emergence of biomedical informatics, Web intelligence, and E-business, new challenges are coming for knowledge discovery and data mining modeling problems. In this dissertation work, a framework named Granular Support Vector Machines (GSVM) is proposed to systematically and formally combine statistical learning theory, granular computing theory and soft computing theory to address challenging predictive data modeling problems effectively and/or efficiently, with specific focus on binary classification problems. In general, GSVM works in 3 steps. Step 1 is granulation to build a sequence of information granules from the original dataset or from the original feature space. Step 2 is modeling Support Vector Machines (SVM) in some of these information granules when necessary. Finally, step 3 is aggregation to consolidate information in these granules at suitable abstract level. A good granulation method to find suitable granules is crucial for modeling a good GSVM. Under this framework, many different granulation algorithms including the GSVM-CMW (cumulative margin width) algorithm, the GSVM-AR (association rule mining) algorithm, a family of GSVM-RFE (recursive feature elimination) algorithms, the GSVM-DC (data cleaning) algorithm and the GSVM-RU (repetitive undersampling) algorithm are designed for binary classification problems with different characteristics. The empirical studies in biomedical domain and many other application domains demonstrate that the framework is promising. As a preliminary step, this dissertation work will be extended in the future to build a Granular Computing based Predictive Data Modeling framework (GrC-PDM) with which we can create hybrid adaptive intelligent data mining systems for high quality prediction

Multilevel Weighted Support Vector Machine for Classification on Healthcare Data with Missing Values

This work is motivated by the needs of predictive analytics on healthcare data as represented by Electronic Medical Records. Such data is invariably problematic: noisy, with missing entries, with imbalance in classes of interests, leading to serious bias in predictive modeling. Since standard data mining methods often produce poor performance measures, we argue for development of specialized techniques of data-preprocessing and classification. In this paper, we propose a new method to simultaneously classify large datasets and reduce the effects of missing values. It is based on a multilevel framework of the cost-sensitive SVM and the expected maximization imputation method for missing values, which relies on iterated regression analyses. We compare classification results of multilevel SVM-based algorithms on public benchmark datasets with imbalanced classes and missing values as well as real data in health applications, and show that our multilevel SVM-based method produces fast, and more accurate and robust classification results.Comment: arXiv admin note: substantial text overlap with arXiv:1503.0625