데이터 전처리와 앙상블 기법을 통한 불균형 데이터의 분류모형 비교 연구

Abstract

There are many studies related to imbalanced data in which the class distribution is highly skewed. To address the problem of imbalanced data, previous studies deal with resampling techniques which correct the skewness of the class distribution in each sampled subset by using under-sampling, over-sampling or hybridsampling such as SMOTE. Ensemble methods have also alleviated the problem of class imbalanced data. In this paper, we compare around a dozen algorithms that combine the ensemble methods and resampling techniques based on simulated data sets generated by the Backbone model, which can handle the imbalance rate. The results on various real imbalanced data sets are also presented to compare the e.ectiveness of algorithms. As a result, we highly recommend the resampling technique combining ensemble methods for imbalanced data in which the proportion of the minority class is less than 10%. We also .nd that each ensemble method has a well-matched sampling technique. The algorithms which combine bagging or random forest ensembles with random undersampling tend to perform well; however, the boosting ensemble appears to perform better with over-sampling. All ensemble methods combined with SMOTE outperform in most situations.