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C4.5, Class Imbalance, and Cost Sensitivity: Why Under-sampling beats Over-sampling (2003)
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BibTeX
@INPROCEEDINGS{Drummond03c4.5,class,
author = {Chris Drummond and Robert C. Holte},
title = {C4.5, Class Imbalance, and Cost Sensitivity: Why Under-sampling beats Over-sampling},
booktitle = {},
year = {2003},
pages = {1--8}
}
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Abstract
This paper takes a new look at two sampling schemes commonly used to adapt machine learning algorithms to imbalanced classes and misclassification costs. It uses a performance analysis technique called cost curves to explore the interaction of over and undersampling with the decision tree learner C4.5. C4.5 was chosen as, when combined with one of the sampling schemes, it is quickly becoming the community standard when evaluating new cost sensitive learning algorithms. This paper shows that using C4.5 with undersampling establishes a reasonable standard for algorithmic comparison. But it is recommended that the cheapest class classifier be part of that standard as it can be better than under-sampling for relatively modest costs. Over-sampling, however, shows little sensitivity, there is often little difference in performance when misclassification costs are changed. 1.
Keyphrases
under-sampling beat class imbalance cost sensitivity misclassification cost modest cost undersampling establishes little difference new cost new look little sensitivity cost curve reasonable standard algorithmic comparison community standard decision tree learner c4 sampling scheme performance analysis technique class classifier
