function prediction = SMOTEBoost (TRAIN,TEST,WeakLearn,ClassDist)
% This function implements the SMOTEBoost Algorithm. For more details 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.
% Input: TRAIN = Training data as matrix
% TEST = Test data as matrix
% WeakLearn = String to choose algortihm. Choices are
% 'svm','tree','knn' and 'logistic'.
% ClassDist = true or false. true indicates that the class
% distribution is maintained while doing weighted
% resampling and before SMOTE is called at each
% iteration. false indicates that the class distribution
% is not maintained while resampling.
% Output: prediction = size(TEST,1)x 2 matrix. Col 1 is class labels for
% all instances. Col 2 is probability of the instances
% being classified as positive class.
javaaddpath('weka.jar');
%% Training SMOTEBoost
% Total number of instances in the training set
m = size(TRAIN,1);
POS_DATA = TRAIN(TRAIN(:,end)==1,:);
NEG_DATA = TRAIN(TRAIN(:,end)==0,:);
pos_size = size(POS_DATA,1);
neg_size = size(NEG_DATA,1);
% Reorganize TRAIN by putting all the positive and negative exampels
% together, respectively.
TRAIN = [POS_DATA;NEG_DATA];
% Converting training set into Weka compatible format
CSVtoARFF (TRAIN, 'train', 'train');
train_reader = javaObject('java.io.FileReader', 'train.arff');
train = javaObject('weka.core.Instances', train_reader);
train.setClassIndex(train.numAttributes() - 1);
% Total number of iterations of the boosting method
T = 10;
% W stores the weights of the instances in each row for every iteration of
% boosting. Weights for all the instances are initialized by 1/m for the
% first iteration.
W = zeros(1,m);
for i = 1:m
W(1,i) = 1/m;
end
% L stores pseudo loss values, H stores hypothesis, B stores (1/beta)
% values that is used as the weight of the % hypothesis while forming the
% final hypothesis. % All of the following are of length <=T and stores
% values for every iteration of the boosting process.
L = [];
H = {};
B = [];
% Loop counter
t = 1;
% Keeps counts of the number of times the same boosting iteration have been
% repeated
count = 0;
% Boosting T iterations
while t <= T
% LOG MESSAGE
disp (['Boosting iteration #' int2str(t)]);
if ClassDist == true
% Resampling POS_DATA with weights of positive example
POS_WT = zeros(1,pos_size);
sum_POS_WT = sum(W(t,1:pos_size));
for i = 1:pos_size
POS_WT(i) = W(t,i)/sum_POS_WT ;
end
RESAM_POS = POS_DATA(randsample(1:pos_size,pos_size,true,POS_WT),:);
% Resampling NEG_DATA with weights of positive example
NEG_WT = zeros(1,neg_size);
sum_NEG_WT = sum(W(t,pos_size+1:m));
for i = 1:neg_size
NEG_WT(i) = W(t,pos_size+i)/sum_NEG_WT ;
end
RESAM_NEG = NEG_DATA(randsample(1:neg_size,neg_size,true,NEG_WT),:);
% Resampled TRAIN is stored in RESAMPLED
RESAMPLED = [RESAM_POS;RESAM_NEG];
% Calulating the percentage of boosting the positive class. 'pert'
% is used as a parameter of SMOTE
pert = ((neg_size-pos_size)/pos_size)*100;
else
% Indices of resampled train
RND_IDX = randsample(1:m,m,true,W(t,:));
% Resampled TRAIN is stored in RESAMPLED
RESAMPLED = TRAIN(RND_IDX,:);
% Calulating the percentage of boosting the positive class. 'pert'
% is used as a parameter of SMOTE
pos_size = sum(RESAMPLED(:,end)==1);
neg_size = sum(RESAMPLED(:,end)==0);
pert = ((neg_size-pos_size)/pos_size)*100;
end
% Converting resample training set into Weka compatible format
CSVtoARFF (RESAMPLED,'resampled','resampled');
reader = javaObject('java.io.FileReader','resampled.arff');
resampled = javaObject('weka.core.Instances',reader);
resampled.setClassIndex(resampled.numAttributes()-1);
% New SMOTE boosted data gets stored in S
smote = javaObject('weka.filters.supervised.instance.SMOTE');
pert = ((neg_size-pos_size)/pos_size)*100;
smote.setPercentage(pert);
smote.setInputFormat(resampled);
S = weka.filters.Filter.useFilter(resampled, smote);
% Training a weak learner. 'pred' is the weak hypothesis. However, the
% hypothesis function is encoded in 'model'.
switch WeakLearn
case 'svm'
model = javaObject('weka.classifiers.functions.SMO');
case 'tree'
model = javaObject('weka.classifiers.trees.J48');
case 'knn'
model = javaObject('weka.classifiers.lazy.IBk');
model.setKNN(5);
case 'logistic'
model = javaObject('weka.classifiers.functions.Logistic');
end
model.buildClassifier(S);
pred = zeros(m,1);
for i = 0 : m - 1
pred(i+1) = model.classifyInstance(train.instance(i));
end
% Computing the pseudo loss of hypothesis 'model'
loss = 0;
for i = 1:m
if TRAIN(i,end)==pred(i)
continue;
else
loss = loss + W(t,i);
end
end
% If count exceeds a pre-defined threshold (5 in the current
% implementation), the loop is broken and rolled back to the state
% where loss > 0.5 was not encountered.
if count > 5
L = L(1:t-1);
H = H(1:t-1);
B = B(1:t-1);
disp (' Too many iterations have loss > 0.5');
disp (' Aborting boosting...');
break;
end
% If the loss is greater than 1/2, it means that an inverted
% hypothesis would perform better. In such cases, do not take that
% hypothesis into consideration and repeat the same iteration. 'count'
% keeps counts of the number of times the same boosting iteration have
% been repeated
if loss > 0.5
count = count + 1;
continue;
else
count = 1;
end
L(t) = loss; % Pseudo-loss at each iteration
H{t} = model; % Hypothesis function
beta = loss/(1-loss); % Setting weight update parameter 'beta'.
B(t) = log(1/beta); % Weight of the hypothesis
% At the final iteration there is no need to update the weights any
% further
if t==T
break;
end
% Updating weight
for i = 1:m
if TRAIN(i,end)==pred(i)
W(t+1,i) = W(t,i)*beta;
else
W(t+1,i) = W(t,i);
end
end
% Normalizing the weight for the next iteration
sum_W = sum(W(t+1,:));
for i = 1:m
W(t+1,i) = W(t+1,i)/sum_W;
end
% Incrementing loop counter
t = t + 1;
end
% The final hypothesis is calculated and tested on the test set
% simulteneously.
%% Testing SMOTEBoost
n = size(TEST,1); % Total number of instances in the test set
CSVtoARFF(TEST,'test','test');
test = 'test.arff';
test_reader = javaObject('java.io.FileReader', test);
test = javaObject('weka.core.Instances', test_reader);
test.setClassIndex(test.numAttributes() - 1);
% Normalizing B
sum_B = sum(B);
for i = 1:size(B,2)
B(i) = B(i)/sum_B;
end
prediction = zeros(n,2);
for i = 1:n
% Calculating the total weight of the class labels from all the models
% produced during boosting
wt_zero = 0;
wt_one = 0;
for j = 1:size(H,2)
p = H{j}.classifyInstance(test.instance(i-1));
if p==1
wt_one = wt_one + B(j);
else
wt_zero = wt_zero + B(j);
end
end
if (wt_one > wt_zero)
prediction(i,:) = [1 wt_one];
else
prediction(i,:) = [0 wt_one];
end
end