Book Image

Machine Learning for Imbalanced Data

By : Kumar Abhishek, Dr. Mounir Abdelaziz
Book Image

Machine Learning for Imbalanced Data

By: Kumar Abhishek, Dr. Mounir Abdelaziz

Overview of this book

As machine learning practitioners, we often encounter imbalanced datasets in which one class has considerably fewer instances than the other. Many machine learning algorithms assume an equilibrium between majority and minority classes, leading to suboptimal performance on imbalanced data. This comprehensive guide helps you address this class imbalance to significantly improve model performance. Machine Learning for Imbalanced Data begins by introducing you to the challenges posed by imbalanced datasets and the importance of addressing these issues. It then guides you through techniques that enhance the performance of classical machine learning models when using imbalanced data, including various sampling and cost-sensitive learning methods. As you progress, you’ll delve into similar and more advanced techniques for deep learning models, employing PyTorch as the primary framework. Throughout the book, hands-on examples will provide working and reproducible code that’ll demonstrate the practical implementation of each technique. By the end of this book, you’ll be adept at identifying and addressing class imbalances and confidently applying various techniques, including sampling, cost-sensitive techniques, and threshold adjustment, while using traditional machine learning or deep learning models.
Table of Contents (15 chapters)

The concept of Cost-Sensitive Learning

Cost-Sensitive Learning (CSL) is a technique where the cost function of a machine learning model is changed to account for the imbalance in data. The key insight behind CSL is that we want our model’s cost function to reflect the relative importance of the different classes.

Let’s try to understand cost functions in machine learning and various types of CSL.

Costs and cost functions

A cost function estimates the difference between the actual outcome and the predicted outcome from a model. For example, the cost function of the logistic regression model is given by the log loss function:

LogLoss =  1 _ N *  i=1  N  ( y i * log( ˆ y  i) + (1 y i)* log(1  ˆ y  i))

Here, N is the total number of observations, y i is the true label (0 or 1), and  ˆ y  i is the...