G-SMOTE: A GMM-based synthetic minority oversampling technique for imbalanced learning

Abstract: Imbalanced Learning is an important learning algorithm for the classification models, which have enjoyed much popularity on many applications. Typically, imbalanced learning algorithms can be partitioned into two types, i.e., data level approaches and algorithm level approaches. In this paper, the focus is to develop a robust synthetic minority oversampling technique which falls the umbrella of data level approaches. On one hand, we proposed a method to generate synthetic samples in a high dimensional feature space, instead of a linear sampling space. On the other hand, in the proposed imbalanced learning framework, Gaussian Mixture Model is employed to distinguish the outliers from minority class instances and filter out the synthetic majority class instances. Last and more importantly, an adaptive optimization method is proposed to optimize these parameters in sampling process. By doing so, an effectiveness and efficiency imbalanced learning framework is developed.