An Experimental Investigation of Calibration Techniques for Imbalanced Data

Abstract

Calibration is a technique used to obtain accurate probability estimation for classification problems in real applications. Class imbalance can create considerable challenges in obtaining accurate probabilities for calibration methods. However, previous research has paid little attention to this issue. In this paper, we present an experimental investigation of some prevailing calibration methods in different imbalance scenarios. Several performance metrics are considered to evaluate different aspects of calibration performance. The experimental results show that the performance of different calibration techniques depends on the metrics and the degree of the imbalance ratio. Isotonic Regression has better overall performance on imbalanced datasets than parametric and other complex non-parametric methods. However, it performs unstably in highly imbalanced scenarios. This study provides some insights into calibration methods on imbalanced datasets, and it can be a reference for the future development of calibration methods in class imbalance scenarios.

Keywords

• Probability calibration
• class imbalance
• Isotonic regression