ROSE {SMOTEWB}

Randomly Over Sampling Examples

Description

Generates synthetic data for each class to balance imbalanced datasets using kernel density estimations. Can be used for multiclass datasets.

Usage

ROSE(x, y, h = 1)

Arguments

x

feature matrix or data.frame.

y

a factor class variable. Can be multiclass.

h

A numeric vector of length one or number of classes in y. If one is given, all classes will have same shrink factor. If a value is given for each classes, it will match respectively to levels(y). Default is 1.

Details

Randomly Over Sampling Examples (ROSE) (Menardi and Torelli, 2014) is an oversampling method which uses conditional kernel densities to balance dataset. There is already an R package called 'ROSE' (Lunardon et al., 2014). Difference is that this one is much faster and can be applied for more than two classes.

Value

a list with resampled dataset.

x_new

Resampled feature matrix.

y_new

Resampled target variable.

Author(s)

Fatih Saglam, [e-mail]

References

Lunardon, N., Menardi, G., and Torelli, N. (2014). ROSE: a Package for Binary Imbalanced Learning. R Jorunal, 6:82–92.

Menardi, G. and Torelli, N. (2014). Training and assessing classification rules with imbalanced data. Data Mining and Knowledge Discovery, 28:92–122.

Examples

set.seed(1)
x <- rbind(matrix(rnorm(2000, 3, 1), ncol = 2, nrow = 1000),
           matrix(rnorm(100, 5, 1), ncol = 2, nrow = 50))
y <- as.factor(c(rep("negative", 1000), rep("positive", 50)))

plot(x, col = y)

# resampling
m <- ROSE(x = x, y = y, h = c(0.12, 1))

plot(m$x_new, col = m$y_new)