Cost Sensitive and Preprocessing for Classification with Imbalanced Data-sets: Similar Behaviour and Potential Hybridizations

The scenario of classification with imbalanced data-sets has supposed a serious challenge for researchers along the last years. The main handicap is related to the large number of real applications in which one of the classes of the problem has a few number of examples in comparison with the other class, making it harder to be correctly learnt and, what is most important, this minority class is usually the one with the highest interest. In order to address this problem, two main methodologies have been proposed for stressing the significance of the minority class and for achieving a good discrimination for both classes, namely preprocessing of instances and cost-sensitive learning. The former rebalances the instances of both classes by replicating or creating new instances of the minority class (oversampling) or by removing some instances of the majority class (undersampling); whereas the latter assumes higher misclassification costs with samples in the minority class and seek to minimize the high cost errors. Both solutions have shown to be valid for dealing with the class imbalance problem but, to the best of our knowledge, no comparison between both approaches have ever been performed. In this work, we carry out a full exhaustive analysis on this two methodologies, also including a hybrid procedure that tries to combine the best of these models. We will show, by means of a statistical comparative analysis developed with a large collection of more than 60 imbalanced data-sets, that we cannot highlight an unique approach among the rest, and we will discuss as a potential research line the use of hybridizations for achieving better solutions to the imbalanced data-set problem.