The imbalance and concept drift problems in data streams become more complex in multi-class environment, and extreme imbalance and variation in class ratio may also exist. To tackle the above problems, Hybrid Sampling and Dynamic Weighted-based classification method for Multi-class Imbalanced data stream (HSDW-MI) is proposed. The HSDW-MI algorithm deals with imbalance and concept drift problems through the hybrid sampling and dynamic weighting phases, respectively. In the hybrid sampling phase, adaptive spectral clustering is proposed to sample the data after clustering, which can maintain the original data distribution; then the sample safety factor is used to determine the samples to be sampled for each class; the safe samples are oversampled and the unsafe samples are under-sampled in each cluster. If the data stream is extremely imbalanced, the sample storage pool is used to extract samples with a high safety factor to add to the data stream. In the dynamic weighting phase, a dynamic weighting method based on the G-mean value is proposed. The G-mean values are used as the weights of each base classifier in the ensemble and the ensemble is dynamically updated during the processing of the data stream to accommodate the occurrence of concept drift. Experiments were conducted with LB, OAUE, ARF, BOLE, MUOB, MOOD, CALMID, and the proposed HSDW-MI on 10 multi-class synthetic data streams with different class ratios and concept drifts and 3 real multi-class imbalanced streams with unknown drifts, and the results show that the proposed HSDW-MI has better classification capabilities and performs more consistently compared to all other algorithms.

No abstract

In reality, the data generated in many fields are often imbalanced, such as fraud detection, network intrusion detection and disease diagnosis. The class with fewer instances in the data is called the minority class, and the minority class in some applications contains the significant information. So far, many classification methods and strategies for binary imbalanced data have been proposed, but there are still many problems and challenges in multi-class imbalanced data that need to be solved urgently. The classification methods for multi-class imbalanced data are analyzed and summarized in terms of data preprocessing methods and algorithm-level classification methods, and the performance of the algorithms using the same dataset is compared separately. In the data preprocessing methods, the methods of oversampling, under-sampling, hybrid sampling and feature selection are mainly introduced. Algorithm-level classification methods are comprehensively introduced in four aspects: ensemble learning, neural network, support vector machine and multi-class decomposition technique. At the same time, all data preprocessing methods and algorithm-level classification methods are analyzed in detail in terms of the techniques used, comparison algorithms, pros and cons, respectively. Moreover, the evaluation metrics commonly used for multi-class imbalanced data classification methods are described comprehensively. Finally, the future directions of multi-class imbalanced data classification are given.