A novel ensemble method for classifying imbalanced data

The class imbalance problems have been reported to severely hinder classification performance of many standard learning algorithms, and have attracted a great deal of attention from researchers of different fields. Therefore, a number of methods, such as sampling methods, cost-sensitive learning methods, and bagging and boosting based ensemble methods, have been proposed to solve these problems. However, these conventional class imbalance handling methods might suffer from the loss of potentially useful information, unexpected mistakes or increasing the likelihood of overfitting because they may alter the original data distribution. Thus we propose a novel ensemble method, which firstly converts an imbalanced data set into multiple balanced ones and then builds a number of classifiers on these multiple data with a specific classification algorithm. Finally, the classification results of these classifiers for new data are combined by a specific ensemble rule. In the empirical study, different class imbalance data handling methods including three conventional sampling methods, one cost-sensitive learning method, six Bagging and Boosting based ensemble methods, our previous method EM1vs1 and two fuzzy-rule based classification methods were compared with our method. The experimental results on 46 imbalanced data sets show that our proposed method is usually superior to the conventional imbalance data handling methods when solving the highly imbalanced problems.