We propose an algorithm for two-class classification problems when the training data are imbalanced. This means the number of training instances in one of the classes is so low that the conventional classification algorithms become ineffective in detecting the minority class. We present a modification of the kernel Fisher discriminant analysis such that the imbalanced nature of the problem is e...

1 Introduction The class imbalance problem is a challenge to machine learning and data mining, and it has attracted significant research recent years. A classifier affected by the class imbalance problem for a specific data set would see strong accuracy overall but very poor performance on the minority class. The imbalance data sets are pervasive in real-world applications. Examples of these ki...