Error back-propagation algorithm for classification of imbalanced data

Classification of imbalanced data is pervasive but it is a difficult problem to solve. In order to improve the classification of imbalanced data, this letter proposes a new error function for the error back-propagation algorithm of multilayer perceptrons. The error function intensifies weight-updating for the minority class and weakens weight-updating for the majority class. We verify the effectiveness of the proposed method through simulations on mammography and thyroid data sets. (C) 2010 Elsevier B.V. All rights reserved.