Improved PSO_AdaBoost Ensemble Algorithm for Imbalanced Data

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Abstract

The Adaptive Boosting (AdaBoost) algorithm is a widely used ensemble learning framework, and it can get good classification results on general datasets. However, it is challenging to apply the AdaBoost algorithm directly to imbalanced data since it is designed mainly for processing misclassified samples rather than samples of minority classes. To better process imbalanced data, this paper introduces the indicator Area Under Curve (AUC) which can reflect the comprehensive performance of the model, and proposes an improved AdaBoost algorithm based on AUC (AdaBoost-A) which improves the error calculation performance of the AdaBoost algorithm by comprehensively considering the effects of misclassification probability and AUC. To prevent redundant or useless weak classifiers the traditional AdaBoost algorithm generated from consuming too much system resources, this paper proposes an ensemble algorithm, PSOPD-AdaBoost-A, which can re-initialize parameters to avoid falling into local optimum, and optimize the coefficients of AdaBoost weak classifiers. Experiment results show that the proposed algorithm is effective for processing imbalanced data, especially the data with relatively high imbalances.

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