****************************************************************************** Author: Barnan Das Email: barnandas@wsu.edu Homepage: www.eecs.wsu.edu/~bdas1 Last Updated: June 25, 2012 ****************************************************************************** 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 **************************************xxx**************************************