Three-way Imbalanced Learning based on Fuzzy Twin SVM
Wanting Cai Mingjie Cai Qingguo Li Qiong Liu
Three-way decision (3WD) is a powerful tool for granular computing to deal
with uncertain data, commonly used in information systems, decision-making, and
medical care. Three-way decision gets much research in traditional rough set
models. However, three-way decision is rarely combined with the currently
popular field of machine learning to expand its research. In this paper,
three-way decision is connected with SVM, a standard binary classification
model in machine learning, for solving imbalanced classification problems that
SVM needs to improve. A new three-way fuzzy membership function and a new fuzzy
twin support vector machine with three-way membership (TWFTSVM) are proposed.
The new three-way fuzzy membership function is defined to increase the
certainty of uncertain data in both input space and feature space, which
assigns higher fuzzy membership to minority samples compared with majority
samples. To evaluate the effectiveness of the proposed model, comparative
experiments are designed for forty-seven different datasets with varying
imbalance ratios. In addition, datasets with different imbalance ratios are
derived from the same dataset to further assess the proposed model's
performance. The results show that the proposed model significantly outperforms
other traditional SVM-based methods.