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ClusterUndersampler

Initiate a cluster undersampling model with the given hyper-parameters.

ClusterUndersampler

A model type for constructing a cluster undersampler, based on Imbalance.jl, and implementing the MLJ model interface.

From MLJ, the type can be imported using

ClusterUndersampler = @load ClusterUndersampler pkg=Imbalance

Do model = ClusterUndersampler() to construct an instance with default hyper-parameters. Provide keyword arguments to override hyper-parameter defaults, as in ClusterUndersampler(mode=...).

ClusterUndersampler implements clustering undersampling as presented in Wei-Chao, L., Chih-Fong, T., Ya-Han, H., & Jing-Shang, J. (2017). Clustering-based undersampling in class-imbalanced data. Information Sciences, 409–410, 17–26. with K-means as the clustering algorithm.

Training data

In MLJ or MLJBase, wrap the model in a machine by mach = machine(model)

There is no need to provide any data here because the model is a static transformer.

Likewise, there is no need to fit!(mach).

For default values of the hyper-parameters, model can be constructed with model = ClusterUndersampler().

Hyperparameters

  • mode::AbstractString="nearest: If "center" then the undersampled data will consist of the centriods of
each cluster found; if `"nearest"` then it will consist of the nearest neighbor of each centroid.

  • ratios=1.0: A parameter that controls the amount of undersampling to be done for each class

    • Can be a float and in this case each non-minority class will be undersampled to the size of the minority class times the float; the minority class counts are preserved. By default, all classes are undersampled to the size of the minority class
    • Can be a dictionary mapping each class label to the float ratio for that class

  • maxiter::Integer=100: Maximum number of iterations to run K-means

  • rng::Integer=42: Random number generator seed. Must be an integer.

Transform Inputs

  • X: A matrix or table of floats where each row is an observation from the dataset
  • y: An abstract vector of labels (e.g., strings) that correspond to the observations in X

Transform Outputs

  • X_under: A matrix or table that includes the data after undersampling depending on whether the input X is a matrix or table respectively
  • y_under: An abstract vector of labels corresponding to X_under

Operations

  • transform(mach, X, y): resample the data X and y using ClusterUndersampler, returning the undersampled versions

Example

using MLJ
import Imbalance

## set probability of each class
class_probs = [0.5, 0.2, 0.3]                         
num_rows, num_continuous_feats = 100, 5
## generate a table and categorical vector accordingly
X, y = Imbalance.generate_imbalanced_data(num_rows, num_continuous_feats; 
                                class_probs, rng=42)   
                                                    
julia> Imbalance.checkbalance(y; ref="minority")
 1: ▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇ 19 (100.0%) 
 2: ▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇ 33 (173.7%) 
 0: ▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇ 48 (252.6%) 

## load cluster_undersampling
ClusterUndersampler = @load ClusterUndersampler pkg=Imbalance

## wrap the model in a machine
undersampler = ClusterUndersampler(mode="nearest", 
                                   ratios=Dict(0=>1.0, 1=> 1.0, 2=>1.0), rng=42)
mach = machine(undersampler)

## provide the data to transform (there is nothing to fit)
X_under, y_under = transform(mach, X, y)

                                       
julia> Imbalance.checkbalance(y_under; ref="minority")
0: ▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇ 19 (100.0%) 
2: ▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇ 19 (100.0%) 
1: ▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇ 19 (100.0%)