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  Influence of class distribution on cost-sensitive learning: A case study of bankruptcy analysis
 
 
Titel: Influence of class distribution on cost-sensitive learning: A case study of bankruptcy analysis
Auteur: Chen, Ning
Chen, An
Ribeiro, Bernardete
Verschenen in: Intelligent data analysis
Paginering: Jaargang 17 (2013) nr. 3 pagina's 423-437
Jaar: 2013-05-21
Inhoud: Skewed class distribution and non-uniform misclassification cost are pervasive in many real-world domains such as bankruptcy prediction, medical diagnosis, and intrusion detection. Although class imbalance learning and cost-sensitive learning can be manipulated in a unified framework as was illustrated in previous studies, the influence of class distribution on cost-sensitive learning still needs clarification. In this paper, we investigate the effect of cost ratio, imbalance ratio and sample size on classification performance using a real-world French bankruptcy database. The results show that the cost ratio and the level of class imbalance have strong effect on prediction performance. A near-balanced training data set is favorable when a relatively uniform cost ratio is used, whereas a near-natural class distribution is favorable when a highly uneven cost ratio is used.
Uitgever: IOS Press
Bronbestand: Elektronische Wetenschappelijke Tijdschriften
 
 

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