Noisy replication in skewed binary classification.

DOI10.1016/S0167-9473(99)00095-XMaRDI QIDQ1583065zbMATH OpenFDO

Authors R. Smith

Publication date 26 October 2000

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-9473(99)00095-X

zbMATH Keywords

Kullback-Leibler distanceROC curve

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Review text

Skewed binary classification problems arise in estimating the ``success probabilities of new observations due to sparse ``successes and numerous ``failures in a given training data set. Previously, the author [Comput. Stat. 14, 277--292 (1999; Zbl 0933.62050)] showed that adding small normal noise to replicate the ``successes in the training set could slightly improve estimates in several common classification models, namely, nearest neighbor, neural networks, classification trees, and quadratic discriminants. Now, we form much improved estimates for the same models: generating multiple versions of noise-added training sets from a given data set, we obtain an average of multiple model estimates. This model average is significantly improved both in terms of ROC area and Kullback-Leibler distance. In effect, the technique serves as an effective and model-free regularization for the classification models considered.

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Cites work

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Cited in

(7)

• Making classifier performance comparisons when ROC curves intersect
• Regularization in skewed binary classification
• LoRAS: an oversampling approach for imbalanced datasets
• Chebyshev approaches for imbalanced data streams regression models
• Training and assessing classification rules with imbalanced data
• scientific article; zbMATH DE number 1708093 (Why is no real title available?)
• Classification From Positive and Biased Negative Data With Skewed Labeled Posterior Probability

Describes a project that uses

Uses Software

• S-PLUS
• C4.5
• R

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