arXiv Machine Learning By Nathan Phelps, Daniel J. Lizotte, Douglas G. Woolford

Challenges in the calibration of tree-based models for imbalanced classification

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arXiv:2412. 16209v5 Announce Type: replace Abstract: When using machine learning for imbalanced binary classification problems, it is common to subsample the majority class to create a (more) balanced training dataset.

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arXiv Machine Learning
Sep 14

Bias-Corrected Data Synthesis for Imbalanced Learning

The paper introduces a bias‑correction method for synthetic oversampling in imbalanced learning. It estimates the loss discrepancy caused by the data generator using a held‑out majority subset and transfers this correction to the minority class under a uniform bias‑transfer assumption. The authors provide finite‑sample bounds for bias transfer and excess balanced risk, identify when SMOTE introduces significant bias, and demonstrate the method’s applicability to multi‑task learning and propensity‑score estimation, with empirical results showing greatest benefit when synthetic distortion is large.

By Pengfei Lyu, Zhengchi Ma, Linjun Zhang, Anru R. Zhang