RWO-Sampling: A random walk over-sampling approach to imbalanced data classification

•A random walk over-sampling approach is proposed to generate instances.•The generated data wide the classification border.•The generated data and the original data approximately obey similar distribution.•The classifier learned is unbiased and has high scalability.•A broad experimental evaluation is performed.

This study investigates how to alleviate the class imbalance problems for constructing unbiased classifiers when instances in one class are more than that in another. Since keeping the data distribution unchanged and expanding class boundaries after synthetic samples have been added influence the classification performance greatly, we take into account the above two factors, and propose a Random Walk Over-Sampling approach (RWO-Sampling) to balancing different class samples by creating synthetic samples through randomly walking from the real data. When some conditions are satisfied, it can be proved that, both the expected average and the standard deviation of the generated samples equal to that of the original minority class data. RWO-Sampling also expands the minority class boundary after synthetic samples have been generated. In this work, we perform a broad experimental evaluation, and experimental results show that, RWO-Sampling statistically does much better than alternative methods on imbalanced data sets when implementing common baseline algorithms.