Adaptive ensemble of classifiers with regularization for imbalanced data classification

The dynamic ensemble selection of classifiers is an effective approach for processing label-imbalanced data classifications. However, such a technique is prone to overfitting, owing to the lack of regularization methods and the dependence on local geometry of data. In this study, focusing on binary imbalanced data classification, a novel dynamic ensemble method, namely adaptive ensemble of classifiers with regularization (AER), is proposed, to overcome the stated limitations. The method solves the overfitting problem through a new perspective of implicit regularization. Specifically, it leverages the properties of stochastic gradient descent to obtain the solution with the minimum norm, thereby achieving regularization; furthermore, it interpolates the ensemble weights by exploiting the global geometry of data to further prevent overfitting. According to our theoretical proofs, the seemingly complicated AER paradigm, in addition to its regularization capabilities, can actually reduce the asymptotic time and memory complexities of several other algorithms. We evaluate the proposed AER method on seven benchmark imbalanced datasets from the UCI machine learning repository and one artificially generated GMM-based dataset with five variations. The results show that the proposed algorithm outperforms the major existing algorithms based on multiple metrics in most cases, and two hypothesis tests (McNemar?s and Wilcoxon tests) verify the statistical significance further. In addition, the proposed method has other preferred properties such as special advantages in dealing with highly imbalanced data, and it pioneers the researches on regularization for dynamic ensemble methods.

Automated summary

The study introduces a novel dynamic ensemble method AER to address the overfitting issue in binary imbalanced data classification through regularization and utilizing global geometry of data, demonstrating superior performance in experiments.