Ensemble of Classifiers based on MultiObjective Genetic Sampling for Imbalanced Data

Imbalanced datasets may negatively impact the predictive performance of most classical classification algorithms. This problem, commonly found in real-world, is known in machine learning domain as imbalanced learning. Most techniques proposed to deal with imbalanced learning have been proposed and applied only to binary classification. When applied to multiclass tasks, their efficiency usually decreases and negative side effects may appear. This paper addresses these limitations by presenting a novel adaptive approach, E-MOSAIC (Ensemble of Classifiers based on MultiObjective Genetic Sampling for Imbalanced Classification). E-MOSAIC evolves a selection of samples extracted from training dataset, which are treated as individuals of a MOEA. The multiobjective process looks for the best combinations of instances capable of producing classifiers with high predictive accuracy in all classes. E-MOSAIC also incorporates two mechanisms to promote the diversity of these classifiers, which are combined into an ensemble specifically designed for imbalanced learning. Experiments using twenty imbalanced multi-class datasets were carried out. In these experiments, the predictive performance of E-MOSAIC is compared with state-of-the-art methods, including methods based on presampling, active-learning, cost-sensitive, and boosting. According to the experimental results, the proposed method obtained the best predictive performance for the multiclass accuracy measures mAUC and G-mean.