Evaluation of Multi- and Single-objective Learning Algorithms for Imbalanced Data

Many machine learning tasks aim to find models that work well not for a single, but for a group of criteria, often opposing ones. One such example is imbalanced data classification, where, on the one hand, we want to achieve the best possible classification quality for data from the minority class without degrading the classification quality of the majority class. One solution is to propose an aggregate learning criterion and reduce the multi-objective learning task to a single-criteria optimization problem. Unfortunately, such an approach is characterized by ambiguity of interpretation since the value of the aggregated criterion does not indicate the value of the component criteria. Hence, there are more and more proposals for algorithms based on multi-objective optimization (MOO), which can simultaneously optimize multiple criteria. However, such an approach results in a set of multiple non-dominated solutions (Pareto front). The selection of a single solution from the Pareto front is a challenge itself, and much attention is paid to the issue of how to select it considering user preferences, as well as how to compare solutions returned by different MOO algorithms among themselves. Thus, a significant gap has been identified in the classifier evaluation methodology, i.e., how to reliably compare methods returning single solutions with algorithms returning solutions in the form of Pareto fronts. To fill the aforementioned gap, this article proposes a new, reliable way of evaluating algorithms based on multi-objective algorithms with methods that return single solutions while pointing out solutions from a Pareto front tailored to the user's preferences. This work focuses only on algorithm comparison, not their learning. The algorithms selected for this study are illustrative to help understand the proposed approach.

How to RETIRE Tabular Data in Favor of Discrete Digital Signal Representation

The successes achieved by deep neural networks in computer vision tasks have led in recent years to the emergence of a new research area dubbed Multi-Dimensional Encoding (MDE). Methods belonging to this family aim to transform tabular data into a homogeneous form of discrete digital signals (images) to apply convolutional networks to initially unsuitable problems. Despite the successive emerging works, the pool of multi-dimensional encoding methods is still low, and the scope of research on existing modality encoding techniques is quite limited. To contribute to this area of research, we propose the Radar-based Encoding from Tabular to Image REpresentation (RETIRE), which allows tabular data to be represented as radar graphs, capturing the feature characteristics of each problem instance. RETIRE was compared with a pool of state-of-the-art MDE algorithms as well as with XGBoost in terms of classification accuracy and computational complexity. In addition, an analysis was carried out regarding transferability and explainability to provide more insight into both RETIRE and existing MDE techniques. The results obtained, supported by statistical analysis, confirm the superiority of RETIRE over other established MDE methods.

$F_β$-plot -- a visual tool for evaluating imbalanced data classifiers

One of the significant problems associated with imbalanced data classification is the lack of reliable metrics. This runs primarily from the fact that for most real-life (as well as commonly used benchmark) problems, we do not have information from the user on the actual form of the loss function that should be minimized. Although it is pretty common to have metrics indicating the classification quality within each class, for the end user, the analysis of several such metrics is then required, which in practice causes difficulty in interpreting the usefulness of a given classifier. Hence, many aggregate metrics have been proposed or adopted for the imbalanced data classification problem, but there is still no consensus on which should be used. An additional disadvantage is their ambiguity and systematic bias toward one class. Moreover, their use in analyzing experimental results in recognition of those classification models that perform well for the chosen aggregated metrics is burdened with the drawbacks mentioned above. Hence, the paper proposes a simple approach to analyzing the popular parametric metric $F_\beta$. We point out that it is possible to indicate for a given pool of analyzed classifiers when a given model should be preferred depending on user requirements.