An empirical evaluation of sampling methods for the classification of imbalanced data

In numerous classification problems, class distribution is not balanced. For example, positive examples are rare in the fields of disease diagnosis and credit card fraud detection. General machine learning methods are known to be suboptimal for such imbalanced classification. One popular solution is to balance training data by oversampling the underrepresented (or undersampling the overrepresented) classes before applying machine learning algorithms. However, despite its popularity, the effectiveness of sampling has not been rigorously and comprehensively evaluated. This study assessed combinations of seven sampling methods and eight machine learning classifiers (56 varieties in total) using 31 datasets with varying degrees of imbalance. We used the areas under the precision-recall curve (AUPRC) and receiver operating characteristics curve (AUROC) as the performance measures. The AUPRC is known to be more informative for imbalanced classification than the AUROC. We observed that sampling significantly changed the performance of the classifier (paired t-tests P