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    Please use this identifier to cite or link to this item: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/124910


    Title: Binary Classification with Imbalanced Data
    Authors: Ho, Chia-ling
    Keywords: artificial neural network;expectation-maximization algorithm;Entropy;logistic regression;zero-inflated model
    Date: 2023-12-22
    Issue Date: 2024-01-10 12:05:15 (UTC+8)
    Abstract: When the binary response variable contains an excess of zero counts, the data are imbalanced. Imbalanced data cause trouble for binary classification. To simplify the numerical computation to obtain the maximum likelihood estimators of the zero-inflated Bernoulli (ZIBer) model parameters with imbalanced data, an expectation-maximization (EM) algorithm is proposed to derive the maximum likelihood estimates of the model parameters. The logistic regression model links the Bernoulli probabilities with the covariates in the ZIBer model, and the prediction performance among the ZIBer model, LightGBM, and artificial neural network (ANN) procedures is compared by Monte Carlo simulation. The results show that no method can dominate the other methods regarding predictive performance under the imbalanced data. The LightGBM and ZIBer models are more competitive than the ANN model for zero-inflated-imbalanced data sets.
    Relation: Entropy 2024 26(1), 15
    DOI: 10.3390/e26010015
    Appears in Collections:[風險管理與保險學系] 期刊論文

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