Automated imbalanced classification via layered learning

In this paper we address imbalanced binary classification (IBC) tasks. Applying resampling strategies to balance the class distribution of training instances is a common approach to tackle these problems. Many state-of-the-art methods find instances of interest close to the decision boundary to drive the resampling process. However, under-sampling the majority class may potentially lead to important information loss. Over-sampling also may increase the chance of overfitting by propagating the information contained in instances from the minority class. The main contribution of our work is a new method called ICLL for tackling IBC tasks which is not based on resampling training observations. Instead, ICLL follows a layered learning paradigm to model the data in two stages. In the first layer, ICLL learns to distinguish cases close to the decision boundary from cases which are clearly from the majority class, where this dichotomy is defined using a hierarchical clustering analysis. In the subsequent layer, we use instances close to the decision boundary and instances from the minority class to solve the original predictive task. A second contribution of our work is the automatic definition of the layers which comprise the layered learning strategy using a hierarchical clustering model. This is a relevant discovery as this process is usually performed manually according to domain knowledge. We carried out extensive experiments using 100 benchmark data sets. The results show that the proposed method leads to a better performance relatively to several state-of-the-art methods for IBC.