Transfer synthetic over-sampling for class-imbalance learning with limited minority class data

The problem of limited minority class data is encountered in many class imbalanced applications, but has received little attention. Synthetic over-sampling, as popular class-imbalance learning methods, could introduce much noise when minority class has limited data since the synthetic samples are not i.i.d. samples of minority class. Most sophisticated synthetic sampling methods tackle this problem by denoising or generating samples more consistent with ground-truth data distribution. But their assumptions about true noise or ground-truth data distribution may not hold. To adapt synthetic sampling to the problem of limited minority class data, the proposed Traso framework treats synthetic minority class samples as an additional data source, and exploits transfer learning to transfer knowledge from them to minority class. As an implementation, TrasoBoost method firstly generates synthetic samples to balance class sizes. Then in each boosting iteration, the weights of synthetic samples and original data decrease and increase respectively when being misclassified, and remain unchanged otherwise. The misclassified synthetic samples are potential noise, and thus have smaller influence in the following iterations. Besides, the weights of minority class instances have greater change than those of majority class instances to be more influential. And only original data are used to estimate error rate to be immune from noise. Finally, since the synthetic samples are highly related to minority class, all of the weak learners are aggregated for prediction. Experimental results show TrasoBoost outperforms many popular class-imbalance learning methods.