Transfer Learning for Class Imbalance Problems with Inadequate Data.

A fundamental problem in data mining is to effectively build robust classifiers in the presence of skewed data distributions. Class imbalance classifiers are trained specifically for skewed distribution datasets. Existing methods assume an ample supply of training examples as a fundamental prerequisite for constructing an effective classifier. However, when sufficient data is not readily available, the development of a representative classification algorithm becomes even more difficult due to the unequal distribution between classes. We provide a unified framework that will potentially take advantage of auxiliary data using a transfer learning mechanism and simultaneously build a robust classifier to tackle this imbalance issue in the presence of few training samples in a particular target domain of interest. Transfer learning methods use auxiliary data to augment learning when training examples are not sufficient and in this paper we will develop a method that is optimized to simultaneously augment the training data and induce balance into skewed datasets. We propose a novel boosting based instance-transfer classifier with a label-dependent update mechanism that simultaneously compensates for class imbalance and incorporates samples from an auxiliary domain to improve classification. We provide theoretical and empirical validation of our method and apply to healthcare and text classification applications.