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RandomOversampler

Initiate a random oversampling model with the given hyper-parameters.

RandomOversampler

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

From MLJ, the type can be imported using

RandomOversampler = @load RandomOversampler pkg=Imbalance

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

RandomOversampler implements naive oversampling by repeating existing observations with replacement.

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 by model = RandomOverSampler()

Hyperparameters

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

    • Can be a float and in this case each class will be oversampled to the size of the majority class times the float. By default, all classes are oversampled to the size of the majority class
    • Can be a dictionary mapping each class label to the float ratio for that class

  • rng::Union{AbstractRNG, Integer}=default_rng(): Either an AbstractRNG object or an Integer seed to be used with Xoshiro if the Julia VERSION supports it. Otherwise, uses MersenneTwister`.

Transform Inputs

  • X: A matrix of real numbers or a table with element scitypes that subtype Union{Finite, Infinite}. Elements in nominal columns should subtype Finite (i.e., have scitype OrderedFactor or Multiclass) and elements in continuous columns should subtype Infinite (i.e., have scitype Count or Continuous).
  • y: An abstract vector of labels (e.g., strings) that correspond to the observations in X

Transform Outputs

  • Xover: A matrix or table that includes original data and the new observations due to oversampling. depending on whether the input X is a matrix or table respectively
  • yover: An abstract vector of labels corresponding to Xover

Operations

  • transform(mach, X, y): resample the data X and y using RandomOversampler, returning both the new and original observations

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)
1: ▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇ 19 (39.6%) 
2: ▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇ 33 (68.8%) 
0: ▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇ 48 (100.0%) 

## load RandomOversampler
RandomOversampler = @load RandomOversampler pkg=Imbalance

## wrap the model in a machine
oversampler = RandomOversampler(ratios=Dict(0=>1.0, 1=> 0.9, 2=>0.8), rng=42)
mach = machine(oversampler)

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

julia> Imbalance.checkbalance(yover)
2: ▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇ 38 (79.2%) 
1: ▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇ 43 (89.6%) 
0: ▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇ 48 (100.0%)