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Author: Barnan Das
Email: barnandas@wsu.edu
Homepage: www.eecs.wsu.edu/~bdas1
Last Updated: June 25, 2012
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Description of Algorithm:
This code implements SMOTEBoost. SMOTEBoost is an algorithm to handle class
imbalance problem in data with discrete class labels. It uses a combination of
SMOTE and the standard boosting procedure AdaBoost to better model the minority
class by providing the learner not only with the minority class examples that
were misclassified in the previous boosting iteration but also with broader
representation of those instances (achieved by SMOTE). Since boosting
algorithms give equal weight to all misclassified examples and sample from a
pool of data that predominantly consists of majority class, subsequent sampling
of the training set is still skewed towards the majority class. Thus, to reduce
the bias inherent in the learning procedure due to class imbalance and to
increase the sampling weights of minority class, SMOTE is introduced at each
round of boosting. Introduction of SMOTE increases the number of minority class
samples for the learner and focus on these cases in the distribution at each
boosting round. In addition to maximizing the margin for the skewed class
dataset, this procedure also increases the diversity among the classifiers in
the ensemble because at each iteration a different set of synthetic samples are
produced.
For more detail on the theoretical description of the algorithm please refer to
the following paper:
N.V. Chawla, A.Lazarevic, L.O. Hall, K. Bowyer, "SMOTEBoost: Improving
Prediction of Minority Class in Boosting, Journal of Knowledge Discovery
in Databases: PKDD, 2003.
Description of Implementation:
The current implementation of SMOTEBoost has been independently done by the author
for the purpose of research. In order to enable the users use a lot of different
weak learners for boosting, an interface is created with Weka API. Currently,
four Weka algortihms could be used as weak learner: J48, SMO, IBk, Logistic.
Files:
weka.jar -> Weka jar file that is called by several Matlab scripts in this
directory.
train.arff, test.arff, resampled.arff -> ARFF (Weka compatible) files generated
by some of the Matlab scripts.
ARFFheader.txt -> Defines the ARFF header for the data file "data.csv". Please
refer to the following link to learn more about ARFF format.
http://www.cs.waikato.ac.nz/ml/weka/arff.html
SMOTEBoost.m -> Matlab script that implements the SMOTEBoost algorithm. Please
"help SMOTEBoost" in Matlab Console to the arguments for this
function.
Test.m -> Matlab script that shows a sample code to use SMOTEBoost function in
Matlab.
ClassifierTrain.m, ClassifierPredict.m, CSVtoARFF.m -> Matlab functions used by
SMOTEBoost.m
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