Bagging and Random Forest for Imbalanced Classification

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Bagging is an ensemble algorithm that fits multiple models on different subsets of a training dataset, then combines the predictions from all models. Random forest is an extension of bagging that also randomly selects subsets of features used in each data sample. Both bagging and random forests have proven effective on a wide range of different predictive modeling problems. Although effective, they are not suited to classification problems with a skewed class distribution. Nevertheless, many modifications to the algorithms have been proposed that adapt their behavior and make them better suited to a severe class imbalance. In this tutorial, you will discover how to use bagging and random forest for imbalanced classification.

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