A New Classifier for Imbalanced Data Based on a Generalized Density Ratio Model

Abstract

Achieving higher true positive rate when decreasing false positive rate is always a great challenge to the imbalance learning community. This work combines penalized empirical likelihood method, lower bound algorithm and Nyström method and applies these techniques along with kernel method to density ratio model. The resulting classifier, density ratio classifier (DRC), is a combination of kernelization, regularization, efficient implementation and threshold moving, all of which are critical to enable DRC to be an effective and powerful method for solving difficult imbalance problems. Compared with other methods, DRC is competitive in that it is widely applicable and it is simple and easy to use without additional imbalance handling skills. In addition, the convergence rate of the estimate of log density ratio is discussed as well. And the results of numerical analysis also show that DRC outperforms other methods in AUC and G-mean score.

Keywords

Classifier / Density ratio model / Imbalance problems / Kernel method / ROC curve

Funding

Innovative Research Group Project of the National Natural Science Foundation of China(71873128)