@misc{10481/74696,
year = {2022},
month = {4},
url = {http://hdl.handle.net/10481/74696},
abstract = {Support vector machines are popular
learning algorithms to deal with binary classification
problems. They traditionally assume equal misclassification
costs for each class; however, real-world problems
may have an uneven class distribution. This paper
introduces EBCS-SVM: Evolutionary Bilevel Costsensitive
Support Vector Machines. EBCS-SVM handles
imbalanced classification problems by simultaneously
learning the support vectors and optimizing the
SVM hyper-parameters, which comprise the kernel
parameter and misclassification costs. The resulting
optimization problem is a bilevel problem, where the
lower-level determines the support vectors and the
upper-level the hyper-parameters. This optimization
problem is solved using an evolutionary algorithm at
the upper-level and Sequential Minimal Optimization
at the lower-level. These two methods work in a nested
fashion, i.e., the optimal support vectors help guide
the search of the hyper-parameters, and the lower-level
is initialized based on previous successful solutions.
The proposed method is assessed using 70 datasets of
imbalanced classification and compared with several
state-of-the-art methods. The experimental results,
supported by a Bayesian test, provided evidence of the
effectiveness of EBCS-SVM when working with highly
imbalanced datasets.},
organization = {PID2020-119478GBI00
funded by MICINN/AEI/10.13039/501100011033},
organization = {A-TIC-434-UGR20 funded by FEDER/Junta de Andaluc´ıa-
Consejer´ıa de Transformaci´on Econ´omica, Industria, Conocimiento
y Universidades},
organization = {300832 from
CONACyT},
publisher = {IEEE},
keywords = {Support Vector Machines},
keywords = {Imbalanced classification},
keywords = {Data Preprocessing},
keywords = {Evolutionary algorithms},
keywords = {Bilevel optimization},
title = {Handling Imbalanced Classification Problems with Support Vector Machines via Evolutionary Bilevel Optimization},
author = {Rosales Pérez, Alejandro and García López, Salvador and Herrera Triguero, Francisco},
}