CSMOUTE: Combined Synthetic Oversampling and Undersampling Technique for Imbalanced Data Classification

Koziarski, Michał

arXiv.org Machine Learning 

In this paper we propose two novel data-level algorithms for handling data imbalance in the classification task: first of all a Synthetic Minority Undersampling Technique (SMUTE), which leverages the concept of interpolation of nearby instances, previously introduced in the oversampling setting in SMOTE, and secondly a Combined Synthetic Oversampling and Undersampling Technique (CSMOUTE), which integrates SMOTE oversampling with SMUTE undersampling. The results of the conducted experimental study demonstrate the usefulness of both the SMUTE and the CSMOUTE algorithms, especially when combined with a more complex classifiers, namely MLP and SVM, and when applied on a datasets consisting of a large number of outliers. This leads us to a conclusion that the proposed approach shows promise for further extensions accommodating local data characteristics, a direction discussed in more detail in the paper.

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