Smotefuna: Synthetic Minority Over-Sampling Technique Based On Furthest Neighbour Algorithm

Class imbalance occurs in classification problems in which the "normal" cases, or instances, significantly outnumber the "abnormal" instances. Training a standard classifier on imbalanced data leads to predictive biases which cause poor performance on the class(es) with lower prior probabilities. The less frequent classes are often critically important events, such as system failure or the occurrence of a rare disease. As a result, the class imbalance problem has been considered to be of great importance for many years. In this paper, we propose a novel algorithm that utilizes the furthest neighbor of a candidate example to generate new synthetic samples. A key advantage of SOMTEFUNA over existing methods is that it does not have parameters to tune (such as K in SMOTE). Thus, it is significantly easier to utilize in real-world applications. We evaluate the benefit of resampling with SOMTEFUNA against state-of-the-art methods including SMOTE, ADASYN and SWIM using Naive Bayes and Support Vector Machine classifiers. Also, we provide a statistical analysis based on Wilcoxon Signed-rank test to validate the significance of the SMOTEFUNA results. The results indicate that the proposed method is an efficient alternative to the current methods. Specifically, SOMTEFUNA achieves better 5-fold cross validated ROC and precision-recall space performance.