Imbalanced Data Classification Using Cost-Sensitive Support Vector Machine Based on Information Entropy

Author:

Duan Wei1,Jing Liang2,Lu Xiang Yang3

Affiliation:

1. Jiangxi Science and Technology Normal University

2. Zhejiang Great Wall Construction Supervising Limited Company

3. Beijing Institute of Technology

Abstract

As a supervised classification algorithm, Support Vector Machine (SVM) has an excellent ability in solving small samples, nonlinear and high dimensional classification problems. However, SVM is inefficient for imbalanced data sets classification. Therefore, a cost sensitive SVM (CSSVM) should be designed for imbalanced data sets classification. This paper proposes a method which constructed CSSVM based on information entropy, and in this method the information entropies of different classes of data set are used to determine the values of penalty factor of CSSVM.

Publisher

Trans Tech Publications, Ltd.

Subject

General Engineering

Reference12 articles.

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2. Haibo H, Edwardo A. IEEE Transaction on Knowledge and Data Engineering, 2009, 21(9), p.1263.

3. Liu X.Y., Zhou Z.H. IEEE Transactions on Systems, Man and Cybernetics. 2009, 39(2), p.539.

4. Edgad E. Osuna, Robert Freund, Federico Girosi. Support vector machines: Training and applications[ R]. A IM emo 1602, M IT A I Lab, (1997).

5. F. RBach,D. Heckerman,E. Horvitz, Considering cost asymmetry in learning classifiers. Mach . Learn. Res. 7(2006), p.1713.

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