Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7562483 | Chemometrics and Intelligent Laboratory Systems | 2017 | 10 Pages |
Abstract
Screening important variables for class-imbalanced data is still a challenging task. In this study, we propose an algorithm for stably selecting key variables on class-imbalanced data based on the precision-recall curve (PRC), where the PRC is utilized as the assessment criterion in the model building stage, and sparse regularized logistic regression combined with subsampling (SRLRS) is designed to perform stable variable selection. Considering the characteristic of class-imbalanced data, we also proposed classification-based partition for cross validation, as well as leaving half of majority observations out and leaving one minority observation out (LHO-LOO) for subsampling. Simulation results and real data showed that our algorithm is highly suitable for handling class-imbalanced data, and that the PRC can be an alternative evaluation criterion for model selection when handling class-imbalanced data.
Keywords
Related Topics
Physical Sciences and Engineering
Chemistry
Analytical Chemistry
Authors
Guang-Hui Fu, Feng Xu, Bing-Yang Zhang, Lun-Zhao Yi,