A post-processing strategy for SVM learning from unbalanced data

Abstract

Standard learning algorithms may perform poorly when learning from unbalanced datasets. Based on the Fisher’s discriminant analysis, a post-processing strategy is introduced to deal datasets with significant imbalance in the data distribution. A new bias is defined, which reduces skew towards the minority class. Empirical results from experiments for a learned SVM model on twelve UCI datasets indicates that the proposed solution improves the original SVM, and they also improve those reported when using a z-SVM, in terms of g-mean and sensitivity.