Ensemble learning via constraint projection and undersampling technique for class-imbalance problem

Ensemble learning is an effective technique for the class-imbalance problem, and the key for obtaining a successful ensemble is to create individual base classifiers with high accuracy and diversity. In this paper, we propose a novel ensemble learning method via constraint projection and undersampling technique, constructing each base classifier through the following two steps: 1) constructing a set of pairwise constraints by undersampling examples from the minority/majority class set and learning a projection matrix from the pairwise constraint set and 2) undersampling the original training set to obtaining a new training set on which a base classifier is constructed in the new feature space defined by the projection matrix. For the first step, the projection matrix is mainly used to enhance the separability between the diverse class examples and thus to improve the performance of the base classifier, and the undersampling technique is used to create diverse sets of pairwise constraints to train diverse projection matrices, thus introducing diversity to base classifiers. For the second step, the undersampling technique aims to improve the performance of base classifiers on the minority class and further increase the diversity between the individual base classifiers. The experimental results show that the proposed method shows significantly better performance on the measures of recall, g-mean, f-measure and AUC than other state-of-the-art methods for 29 datasets with various data distributions and imbalance ratios.