Optimum Bayesian thresholds for rebalanced classification problems using class-switching ensembles

Abstract

Asymmetric label switching is an effective and principled method for creating a diverse ensemble of learners for imbalanced classification problems. This technique can be combined with other rebalancing mechanisms, such as those based on cost policies or class proportion modifications. In this study, and under the Bayesian theory framework, we specify the optimal decision thresholds for the combination of these mechanisms. In addition, we propose using a gating network to aggregate the learners contributions as an additional mechanism to improve the overall performance of the system.We thank the anonymous reviewers for their valuable suggestions and comments. This work is partially funded by Project PID2021-125652OB-I00 from the Ministerio de Ciencia e Innovación of Spain. Funding for APC: Universidad Carlos III de Madrid (Read & Publish Agreement CRUE-CSIC 2022). In memoriam: Prof. Aníbal R. Figueiras-Vidal (1950-2022)

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