Cost-Sensitive Boosting for Classification of Imbalanced Data

The classification of data with imbalanced class distributions has posed a significant drawback in the performance attainable by most well-developed classification systems, which assume relatively balanced class distributions. This problem is especially crucial in many application domains, such as medical diagnosis, fraud detection, network intrusion, etc., which are of great importance in machine learning and data mining. This thesis explores meta-techniques which are applicable to most classifier learning algorithms, with the aim to advance the classification of imbalanced data. Boosting is a powerful meta-technique to learn an ensemble of weak models with a promise of improving the classification accuracy. AdaBoost has been taken as the most successful boosting algorithm. This thesis starts with applying AdaBoost to an associative classifier for both learning time reduction and accuracy improvement. However, the promise of accuracy improvement is trivial in the context of the class imbalance problem, where accuracy is less meaningful. The insight gained from a comprehensive analysis on the boosting strategy of AdaBoost leads to the investigation of cost-sensitive boosting algorithms, which are developed by introducing cost items into the learning framework of AdaBoost. The cost items are used to denote the uneven identification importance among classes, such that the boosting strategies can intentionally bias the learning towards classes associated with higher identification importance and eventually improve the identification performance on them. Given an application domain, cost values with respect to different types of samples are usually unavailable for applying the proposed cost-sensitive boosting algorithms. To set up the effective cost values, empirical methods are used for bi-class applications and heuristic searching of the Genetic Algorithm is employed for multi-class applications. This thesis also covers the implementation of the proposed cost-sensitive boosting algorithms. It ends with a discussion on the experimental results of classification of real-world imbalanced data. Compared with existing algorithms, the new algo-