Modified balanced random forest for improving imbalanced data prediction

Abstract

This paper proposes a Modified Balanced Random Forest (MBRF) algorithm as a classification technique to address imbalanced data. The MBRF process changes the process in a Balanced Random Forest by applying an under-sampling strategy based on clustering techniques for each data bootstrap decision tree in the Random Forest algorithm. To find the optimal performance of our proposed method compared with four clustering techniques, like: K-MEANS, Spectral Clustering, Agglomerative Clustering, and Ward Hierarchical Clustering. The experimental result show the Ward Hierarchical Clustering Technique achieved optimal performance, also the proposed MBRF method yielded better performance compared to the Balanced Random Forest (BRF) and Random Forest (RF) algorithms, with a sensitivity value or true positive rate (TPR) of 93.42%, a specificity or true negative rate (TNR) of 93.60%, and the best AUC accuracy value of 93.51%. Moreover, MBRF also reduced process running time.

Keywords

• Imbalanced data
• Random forest algorithm
• Balanced random forest
• Customer churn
• Classification technique