bayes risk
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A Theoretical and Empirical Taxonomy of Imbalance in Binary Classification
Essomba, Rose Yvette Bandolo, Fokoué, Ernest
Class imbalance significantly degrades classification performance, yet its effects are rarely analyzed from a unified theoretical perspective. We propose a principled framework based on three fundamental scales: the imbalance coefficient $η$, the sample--dimension ratio $κ$, and the intrinsic separability $Δ$. Starting from the Gaussian Bayes classifier, we derive closed-form Bayes errors and show how imbalance shifts the discriminant boundary, yielding a deterioration slope that predicts four regimes: Normal, Mild, Extreme, and Catastrophic. Using a balanced high-dimensional genomic dataset, we vary only $η$ while keeping $κ$ and $Δ$ fixed. Across parametric and non-parametric models, empirical degradation closely follows theoretical predictions: minority Recall collapses once $\log(η)$ exceeds $Δ\sqrtκ$, Precision increases asymmetrically, and F1-score and PR-AUC decline in line with the predicted regimes. These results show that the triplet $(η,κ,Δ)$ provides a model-agnostic, geometrically grounded explanation of imbalance-induced deterioration.
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Response to Reviewer 1: We appreciate your valuable & insightful comments and suggestions
Response to Reviewer 1: We appreciate your valuable & insightful comments and suggestions. Y es, it is an issue which is worth more discussion. It should be now clear that "compressed learning" is a popular Information Theory, 2013, among other papers written by prominent researchers. Thus, we hope our work will be useful both theoretically and practically. Also, thanks for suggesting to exploit the trade-off between number of bits, number of projections, and accuracy.