SMOTE
Initiate a SMOTE model with the given hyper-parameters.
SMOTE
A model type for constructing a smote, based on Imbalance.jl, and implementing the MLJ model interface.
From MLJ, the type can be imported using
SMOTE = @load SMOTE pkg=Imbalance
Do model = SMOTE()
to construct an instance with default hyper-parameters. Provide keyword arguments to override hyper-parameter defaults, as in SMOTE(k=...)
.
SMOTE
implements the SMOTE algorithm to correct for class imbalance as in N. V. Chawla, K. W. Bowyer, L. O.Hall, W. P. Kegelmeyer, “SMOTE: synthetic minority over-sampling technique,” Journal of artificial intelligence research, 321-357, 2002.
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 = SMOTE()
Hyperparameters
k=5
: Number of nearest neighbors to consider in the SMOTE algorithm. Should be within the range[1, n - 1]
, wheren
is the number of observations; otherwise set to the nearest of these two values.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 anAbstractRNG
object or anInteger
seed to be used withXoshiro
if the JuliaVERSION
supports it. Otherwise, uses MersenneTwister`.
Transform Inputs
X
: A matrix or table of floats where each row is an observation from the datasety
: An abstract vector of labels (e.g., strings) that correspond to the observations inX
Transform Outputs
Xover
: A matrix or table that includes original data and the new observations due to oversampling. depending on whether the inputX
is a matrix or table respectivelyyover
: An abstract vector of labels corresponding toXover
Operations
transform(mach, X, y)
: resample the dataX
andy
using SMOTE, 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 SMOTE
SMOTE = @load SMOTE pkg=Imbalance
## wrap the model in a machine
oversampler = SMOTE(k=5, 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%)