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A decomposition approach to imbalanced classification

机译:一种不平衡分类的分解方法

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摘要

An important characteristic of many modern systems is the availability of large amounts of event data, collected through various sensors. Certain events occur very rarely among these, but may be critical to a successfully functioning system. Examples of these include faulty products, credit card frauds, among others. In this paper, we propose a framework for solving this problem, of detecting rare events, when modeled as a supervised learning task. Specifically, we consider an imbalanced 2-class classification problem. We overcome the challenge of class imbalance by decomposing the original learning task into many simpler learning tasks. A useful feature of the proposed algorithm is that the decision rule is simple enough to infer the importance of individual covariates in rare event detection. We present performance results on some public datasets to demonstrate the effectiveness of the proposed algorithm.
机译:许多现代系统的一个重要特征是通过各种传感器收集的大量事件数据的可用性。在这些事件中,某些事件很少发生,但对于成功运行的系统可能至关重要。这些示例包括有缺陷的产品,信用卡欺诈等。在本文中,我们提出了一个用于解决此问题的框架,将其建模为监督学习任务时,可以检测到稀有事件。具体来说,我们考虑一个不平衡的2类分类问题。通过将原始的学习任务分解为许多简单的学习任务,我们克服了班级不平衡的挑战。所提出算法的一个有用特征是决策规则足够简单,可以推断出个别协变量在稀有事件检测中的重要性。我们在一些公共数据集上给出了性能结果,以证明所提出算法的有效性。

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