An Ensemble Learning Approach with Gradient Resampling for Class-Imbalance Problems
针对类别不平衡问题，从样本层面而非类别层面出发，提出一种结合梯度重采样的集成方法BCWF，通过硬样本挖掘和两种过滤器（硬过滤与软过滤）在提升过程中逐步调整样本分布，在10个基准数据集和真实P2P借贷违约检测中验证了有效性。
Imbalanced classification is widely referred in many real-world applications and has been extensively studied. Most existing algorithms consider alleviating the imbalance by sampling or guiding ensemble learners with punishments. The combination of ensemble learning and sampling strategy at class level has achieved great progress. Actually, specific hard examples have little benefit for model learning and even degrade the performance. From the view of identifying classification difficulty of samples, one important motivation is to design algorithms to finely equip different samples with progressive learning. Unfortunately, how to perfectly configure the sampling and learning strategies under ensemble principles at the sample level remains a research gap. In this paper, we propose a new view from the sample level rather than class level in existing studies. We design an ensemble approach in pipe with sample-level gradient resampling, that is, balanced cascade with filters (BCWF). Before that, as a preliminary exploration, we first design a hard examples mining algorithm to explore the gradient distribution of classification difficulty of samples and identify the hard examples. Specifically, BCWF uses an under-sampling strategy and a boosting manner to train T predictive classifiers and reidentify hard examples. In BCWF, moreover, we design two types of filters: the first is assembled with a hard filter (BCWF_h), whereas the second is assembled with a soft filter (BCWF_s). In each round of boosting, BCWF_h strictly removes a gradient/set of the hardest examples from both classes, whereas BCWF_s removes a larger number of harder and easy examples simultaneously for final balanced-class retention. Consequently, the well-trained T predictive classifiers can be used with two ensemble voting strategies: average probability and majority vote. To evaluate the proposed approach, we conduct intensive experiments on 10 benchmark data sets and apply our algorithms to perform default user detection on a real-world peer to peer lending data set. The experimental results fully demonstrate the effectiveness and the managerial implications of our approach when compared with 11 competitive algorithms. History: Accepted by Ram Ramesh, Area Editor for Data Science & Machine Learning. Funding: This work was supported by the National Natural Science Foundation of China [Grants 72101176, 71722005, and 72241432], the National Key R&D program of China [Grant 2020YFA0908600] and the Natural Science Foundation of Tianjin City [Grant 18JCJQJC45900]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information ( https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2023.1274 ) as well as from the IJOC GitHub software repository ( https://github.com/INFORMSJoC/2021.0104 ) at ( http://dx.doi.org/10.5281/zenodo.6360996 ).