Imbalanced Data Classification of AdaBoostv Algorithm Based on Optimum Margin

Abstract

In order to solve the problem of imbalanced data classification,this paper proposes an AdaBoostv algorithm based on optimal margin.In this algorithm,the improved SVM is used as the base classifier,the margin mean term is introduced into the optimization model of SVM,and the margin mean term and loss function term are weighted by data imbalance ratio.The stochastic variance reduced gradient (SVRG) is used to solve the optimization model to improve the convergence rate.In the optimal margin AdaBoostv algorithm,a new adaptive cost sensitive function is introduced into the instance weight update formula,the minority instances,the misclassified instances and the borderline minority instances are assigned higher cost values.In addition,a new weight strategy of the base classifier is derived by combining the new weight formula and introducing the estimated value of the optimal margin under the given precision parameter v,so as to further improve the classification accuracy of the algorithm.The experimental results show that the classification accuracy of the AdaBoostv algorithm with optimal margin is better than other algorithms on imbalanced datasets in the case of linear and nonlinear,and it can obtain a larger minimum margin.

Keywords

• imbalanced data|svrg|adaboostv|optimum margin|adaptive cost sensitive function