arXiv Statistics ML

Robust performance metrics for imbalanced classification problems

The paper demonstrates that common binary classification metrics—Matthews' correlation coefficient, Cohen's κ, the F-score, and the Jaccard similarity—are not robust to extreme class imbalance, as the Bayes classifier’s true positive rate tends to zero when the minority class proportion vanishes. To address this, the authors propose robustified versions of these metrics that include a tuning parameter, ensuring that the Bayes-optimal classifier’s threshold remains bounded and its true positive rate stays above zero even in highly imbalanced scenarios. The study provides theoretical bounds, simulation results, and practical guidance on applying these robust metrics to real data, such as a credit‑default dataset, and discusses their relationship to ROC and precision‑recall curves.

arXiv Machine Learning
Jun 16

Imbalanced Classification under Capacity Constraints

arXiv:2605. 03289v2 Announce Type: replace-cross Abstract: Detecting observations from a minority class under severe class imbalance is a central challenge in applications such as fraud detection, medical screening, and industrial quality control.

By Daniel Fraiman, Ricardo Fraiman
arXiv Machine Learning
Aug 19

Exact Reformulation and Optimization for Direct Metric Optimization in Binary Imbalanced Classification

The paper presents an exact constrained reformulation for direct metric optimization (DMO) in binary imbalanced classification, focusing on precision, recall, and F1-score under three settings: fixing precision to optimize recall, fixing recall to optimize precision, and optimizing F1-score. Unlike prior approaches that use smooth approximations, the authors introduce exact penalty methods to solve these problems efficiently. Experiments on benchmark datasets show that this exact reformulation and optimization (ERO) framework outperforms state‑of‑the‑art methods for all three DMO tasks.

By Le Peng, Yash Travadi, Chuan He, Ying Cui, Ju Sun
arXiv Machine Learning
Sep 3

Bayes-Optimal BER and AUC: Estimation and Evaluation of Estimators

The paper introduces soft‑label‑based estimators for the Bayes‑optimal balanced error rate (BER) and area under the ROC curve (AUC), extending from a clean setting with known class priors to a realistic scenario with unknown priors and corrupted soft labels. It also adapts the FeeBee evaluation framework to assess these estimators without needing the true optimum, providing practical evaluation scores for any estimator of optimal BER or AUC. Experiments on synthetic and real datasets confirm the effectiveness of both the estimators and the evaluation method.

By Ryota Ushio, Takashi Ishida, Masashi Sugiyama
Hugging Face Trending Papers
Jun 24

When Does Synthetic Data Augmentation Improve Score-Based Imbalanced Classification?

Synthetic data augmentation is widely used to mitigate class imbalance, but its theoretical effects on score-based classification remain poorly understood. This paper develops a framework for characterizing when synthetic minority augmentation can improve threshold-integrated and threshold-optimized metrics, including AUROC, AUPRC, best-threshold balanced accuracy, and best-threshold \(\F_1\) score.

arXiv Machine Learning
Jul 9

A Distributionally Robust Optimisation Approach to Fair Credit Scoring

arXiv:2402. 01811v2 Announce Type: replace Abstract: Credit scoring has been catalogued by the European Commission and the Executive Office of the US President as a high-risk classification task, in light of the potential harms of making loan approval decisions based on models that would be biased against certain groups.

By Pablo Casas, Huan Yu, Christophe Mues
arXiv Machine Learning
Jul 30

Cost-Sensitive Conformal Prediction and Human-in-the-Loop Abstention for Imbalanced High-Stakes Decision Support: A Multi-Domain Benchmark

arXiv:2607. 27143v1 Announce Type: new Abstract: High-stakes decision systems in credit scoring, fraud detection, healthcare, and industrial safety require reliable uncertainty quantification under severe class imbalance and asymmetric error costs.

By Manpreet Singh, Akshatha Srikantha, Shyamal Lakhanpal