Application of Imbalanced Data Classification Quality Metrics as Weighting Methods of the Ensemble Data Stream Classification Algorithms

Abstract

In the era of a large number of tools and applications that constantly produce massive amounts of data, their processing and proper classification is becoming both increasingly hard and important. This task is hindered by changing the distribution of data over time, called the concept drift, and the emergence of a problem of disproportion between classes—such as in the detection of network attacks or fraud detection problems. In the following work, we propose methods to modify existing stream processing solutions—Accuracy Weighted Ensemble (AWE) and Accuracy Updated Ensemble (AUE), which have demonstrated their effectiveness in adapting to time-varying class distribution. The introduced changes are aimed at increasing their quality on binary classification of imbalanced data. The proposed modifications contain the inclusion of aggregate metrics, such as F1-score, G-mean and balanced accuracy score in calculation of the member classifiers weights, which affects their composition and final prediction. Moreover, the impact of data sampling on the algorithm’s effectiveness was also checked. Complex experiments were conducted to define the most promising modification type, as well as to compare proposed methods with existing solutions. Experimental evaluation shows an improvement in the quality of classification compared to the underlying algorithms and other solutions for processing imbalanced data streams.