Overly Optimistic Prediction Results on Imbalanced Data: Flaws and Benefits of Applying Over-sampling
Vandewiele, Gilles, Dehaene, Isabelle, Kovács, György, Sterckx, Lucas, Janssens, Olivier, Ongenae, Femke, De Backere, Femke, De Turck, Filip, Roelens, Kristien, Decruyenaere, Johan, Van Hoecke, Sofie, Demeester, Thomas
Information extracted from electrohysterography recordings could potentially prove to be an interesting additional source of information to estimate the risk on preterm birth. Recently, a large number of studies have reported near-perfect results to distinguish between recordings of patients that will deliver term or preterm using a public resource, called the Term/Preterm Electrohysterogram database. However, we argue that these results are overly optimistic due to a methodological flaw being made. In this work, we focus on one specific type of methodological flaw: applying oversampling before partitioning the data into mutually exclusive training and testing sets. We show how this causes the results to be biased using two artificial datasets and reproduce results of studies in which this flaw was identified. Moreover, we evaluate the actual impact of oversampling on predictive performance, when applied prior to data partitioning, using the same methodologies of related studies, to provide a realistic view of these methodologies' generalization capabilities. We make our research reproducible by providing all the code under an open license. Keywords: preterm birth risk estimation · oversampling · electrohysterogra-phy 1 Introduction Giving birth before 37 weeks of pregnancy, which is referred to as preterm birth, has a significant negative impact on the expected outcome of the neonate. According to the World Health Organization (WHO), preterm birth is one of the arXiv:2001.06296v1
Jan-15-2020