Evaluating Misclassifications in Imbalanced Data
- Cite this paper as:
- Elazmeh W., Japkowicz N., Matwin S. (2006) Evaluating Misclassifications in Imbalanced Data. In: Fürnkranz J., Scheffer T., Spiliopoulou M. (eds) Machine Learning: ECML 2006. ECML 2006. Lecture Notes in Computer Science, vol 4212. Springer, Berlin, Heidelberg
Evaluating classifier performance with ROC curves is popular in the machine learning community. To date, the only method to assess confidence of ROC curves is to construct ROC bands. In the case of severe class imbalance with few instances of the minority class, ROC bands become unreliable. We propose a generic framework for classifier evaluation to identify a segment of an ROC curve in which misclassifications are balanced. Confidence is measured by Tango’s 95%-confidence interval for the difference in misclassification in both classes. We test our method with severe class imbalance in a two-class problem. Our evaluation favors classifiers with low numbers of misclassifications in both classes. Our results show that the proposed evaluation method is more confident than ROC bands.
Unable to display preview. Download preview PDF.