Comparison of the different under-sampling algorithms

The following example attends to make a qualitative comparison between the different under-sampling algorithms available in the imbalanced-learn package.

# Authors: Guillaume Lemaitre <[email protected]>
# License: MIT

from collections import Counter

import matplotlib.pyplot as plt
import numpy as np

from sklearn.datasets import make_classification
from sklearn.svm import LinearSVC
from sklearn.linear_model import LogisticRegression

from imblearn.pipeline import make_pipeline
from imblearn.under_sampling import (ClusterCentroids, RandomUnderSampler,
                                     NearMiss,
                                     InstanceHardnessThreshold,
                                     CondensedNearestNeighbour,
                                     EditedNearestNeighbours,
                                     RepeatedEditedNearestNeighbours,
                                     AllKNN,
                                     NeighbourhoodCleaningRule,
                                     OneSidedSelection)
print(__doc__)

Out:


The following function will be used to create toy dataset. It using the make_classification from scikit-learn but fixing some parameters.

def create_dataset(n_samples=1000, weights=(0.01, 0.01, 0.98), n_classes=3,
                   class_sep=0.8, n_clusters=1):
    return make_classification(n_samples=n_samples, n_features=2,
                               n_informative=2, n_redundant=0, n_repeated=0,
                               n_classes=n_classes,
                               n_clusters_per_class=n_clusters,
                               weights=list(weights),
                               class_sep=class_sep, random_state=0)

The following function will be used to plot the sample space after resampling to illustrate the characteristic of an algorithm.

def plot_resampling(X, y, sampling, ax):
    X_res, y_res = sampling.fit_resample(X, y)
    ax.scatter(X_res[:, 0], X_res[:, 1], c=y_res, alpha=0.8, edgecolor='k')
    # make nice plotting
    ax.spines['top'].set_visible(False)
    ax.spines['right'].set_visible(False)
    ax.get_xaxis().tick_bottom()
    ax.get_yaxis().tick_left()
    ax.spines['left'].set_position(('outward', 10))
    ax.spines['bottom'].set_position(('outward', 10))
    return Counter(y_res)

The following function will be used to plot the decision function of a classifier given some data.

def plot_decision_function(X, y, clf, ax):
    plot_step = 0.02
    x_min, x_max = X[:, 0].min() - 1, X[:, 0].max() + 1
    y_min, y_max = X[:, 1].min() - 1, X[:, 1].max() + 1
    xx, yy = np.meshgrid(np.arange(x_min, x_max, plot_step),
                         np.arange(y_min, y_max, plot_step))

    Z = clf.predict(np.c_[xx.ravel(), yy.ravel()])
    Z = Z.reshape(xx.shape)
    ax.contourf(xx, yy, Z, alpha=0.4)
    ax.scatter(X[:, 0], X[:, 1], alpha=0.8, c=y, edgecolor='k')

Prototype generation: under-sampling by generating new samples

ClusterCentroids under-samples by replacing the original samples by the centroids of the cluster found.

fig, (ax1, ax2, ax3) = plt.subplots(1, 3, figsize=(20, 6))
X, y = create_dataset(n_samples=5000, weights=(0.01, 0.05, 0.94),
                      class_sep=0.8)

clf = LinearSVC().fit(X, y)
plot_decision_function(X, y, clf, ax1)
ax1.set_title('Linear SVC with y={}'.format(Counter(y)))
sampler = ClusterCentroids(random_state=0)
clf = make_pipeline(sampler, LinearSVC())
clf.fit(X, y)
plot_decision_function(X, y, clf, ax2)
ax2.set_title('Decision function for {}'.format(sampler.__class__.__name__))
plot_resampling(X, y, sampler, ax3)
ax3.set_title('Resampling using {}'.format(sampler.__class__.__name__))
fig.tight_layout()
../../_images/sphx_glr_plot_comparison_under_sampling_001.png

Prototype selection: under-sampling by selecting existing samples

The algorithm performing prototype selection can be subdivided into two groups: (i) the controlled under-sampling methods and (ii) the cleaning under-sampling methods.

With the controlled under-sampling methods, the number of samples to be selected can be specified. RandomUnderSampler is the most naive way of performing such selection by randomly selecting a given number of samples by the targetted class.

fig, (ax1, ax2, ax3) = plt.subplots(1, 3, figsize=(20, 6))
X, y = create_dataset(n_samples=5000, weights=(0.01, 0.05, 0.94),
                      class_sep=0.8)

clf = LinearSVC().fit(X, y)
plot_decision_function(X, y, clf, ax1)
ax1.set_title('Linear SVC with y={}'.format(Counter(y)))
sampler = RandomUnderSampler(random_state=0)
clf = make_pipeline(sampler, LinearSVC())
clf.fit(X, y)
plot_decision_function(X, y, clf, ax2)
ax2.set_title('Decision function for {}'.format(sampler.__class__.__name__))
plot_resampling(X, y, sampler, ax3)
ax3.set_title('Resampling using {}'.format(sampler.__class__.__name__))
fig.tight_layout()
../../_images/sphx_glr_plot_comparison_under_sampling_002.png

NearMiss algorithms implement some heuristic rules in order to select samples. NearMiss-1 selects samples from the majority class for which the average distance of the k nearest samples of the minority class is the smallest. NearMiss-2 selects the samples from the majority class for which the average distance to the farthest samples of the negative class is the smallest. NearMiss-3 is a 2-step algorithm: first, for each minority sample, their :m nearest-neighbors will be kept; then, the majority samples selected are the on for which the average distance to the k nearest neighbors is the largest.

fig, ((ax1, ax2), (ax3, ax4), (ax5, ax6)) = plt.subplots(3, 2,
                                                         figsize=(15, 25))
X, y = create_dataset(n_samples=5000, weights=(0.1, 0.2, 0.7), class_sep=0.8)

ax_arr = ((ax1, ax2), (ax3, ax4), (ax5, ax6))
for ax, sampler in zip(ax_arr, (NearMiss(version=1),
                                NearMiss(version=2),
                                NearMiss(version=3))):
    clf = make_pipeline(sampler, LinearSVC())
    clf.fit(X, y)
    plot_decision_function(X, y, clf, ax[0])
    ax[0].set_title('Decision function for {}-{}'.format(
        sampler.__class__.__name__, sampler.version))
    plot_resampling(X, y, sampler, ax[1])
    ax[1].set_title('Resampling using {}-{}'.format(
        sampler.__class__.__name__, sampler.version))
fig.tight_layout()
../../_images/sphx_glr_plot_comparison_under_sampling_003.png

Out:

/home/docs/checkouts/readthedocs.org/user_builds/imbalanced-learn/envs/stable/lib/python3.6/site-packages/imblearn/under_sampling/_prototype_selection/_nearmiss.py:192: UserWarning: The number of the samples to be selected is larger than the number of samples available. The balancing ratio cannot be ensure and all samples will be returned.
  warnings.warn('The number of the samples to be selected is larger'
/home/docs/checkouts/readthedocs.org/user_builds/imbalanced-learn/envs/stable/lib/python3.6/site-packages/imblearn/under_sampling/_prototype_selection/_nearmiss.py:192: UserWarning: The number of the samples to be selected is larger than the number of samples available. The balancing ratio cannot be ensure and all samples will be returned.
  warnings.warn('The number of the samples to be selected is larger'
/home/docs/checkouts/readthedocs.org/user_builds/imbalanced-learn/envs/stable/lib/python3.6/site-packages/imblearn/under_sampling/_prototype_selection/_nearmiss.py:192: UserWarning: The number of the samples to be selected is larger than the number of samples available. The balancing ratio cannot be ensure and all samples will be returned.
  warnings.warn('The number of the samples to be selected is larger'
/home/docs/checkouts/readthedocs.org/user_builds/imbalanced-learn/envs/stable/lib/python3.6/site-packages/imblearn/under_sampling/_prototype_selection/_nearmiss.py:192: UserWarning: The number of the samples to be selected is larger than the number of samples available. The balancing ratio cannot be ensure and all samples will be returned.
  warnings.warn('The number of the samples to be selected is larger'

EditedNearestNeighbours removes samples of the majority class for which their class differ from the one of their nearest-neighbors. This sieve can be repeated which is the principle of the RepeatedEditedNearestNeighbours. AllKNN is slightly different from the RepeatedEditedNearestNeighbours by changing the k parameter of the internal nearest neighors algorithm, increasing it at each iteration.

fig, ((ax1, ax2), (ax3, ax4), (ax5, ax6)) = plt.subplots(3, 2,
                                                         figsize=(15, 25))
X, y = create_dataset(n_samples=500, weights=(0.2, 0.3, 0.5), class_sep=0.8)

ax_arr = ((ax1, ax2), (ax3, ax4), (ax5, ax6))
for ax, sampler in zip(ax_arr, (
        EditedNearestNeighbours(),
        RepeatedEditedNearestNeighbours(),
        AllKNN(allow_minority=True))):
    clf = make_pipeline(sampler, LinearSVC())
    clf.fit(X, y)
    plot_decision_function(X, y, clf, ax[0])
    ax[0].set_title('Decision function for {}'.format(
        sampler.__class__.__name__))
    plot_resampling(X, y, sampler, ax[1])
    ax[1].set_title('Resampling using {}'.format(
        sampler.__class__.__name__))
fig.tight_layout()
../../_images/sphx_glr_plot_comparison_under_sampling_004.png

CondensedNearestNeighbour makes use of a 1-NN to iteratively decide if a sample should be kept in a dataset or not. The issue is that CondensedNearestNeighbour is sensitive to noise by preserving the noisy samples. OneSidedSelection also used the 1-NN and use TomekLinks to remove the samples considered noisy. The NeighbourhoodCleaningRule use a EditedNearestNeighbours to remove some sample. Additionally, they use a 3 nearest-neighbors to remove samples which do not agree with this rule.

fig, ((ax1, ax2), (ax3, ax4), (ax5, ax6)) = plt.subplots(3, 2,
                                                         figsize=(15, 25))
X, y = create_dataset(n_samples=500, weights=(0.2, 0.3, 0.5), class_sep=0.8)

ax_arr = ((ax1, ax2), (ax3, ax4), (ax5, ax6))
for ax, sampler in zip(ax_arr, (
        CondensedNearestNeighbour(random_state=0),
        OneSidedSelection(random_state=0),
        NeighbourhoodCleaningRule())):
    clf = make_pipeline(sampler, LinearSVC())
    clf.fit(X, y)
    plot_decision_function(X, y, clf, ax[0])
    ax[0].set_title('Decision function for {}'.format(
        sampler.__class__.__name__))
    plot_resampling(X, y, sampler, ax[1])
    ax[1].set_title('Resampling using {}'.format(
        sampler.__class__.__name__))
fig.tight_layout()
../../_images/sphx_glr_plot_comparison_under_sampling_005.png

InstanceHardnessThreshold uses the prediction of classifier to exclude samples. All samples which are classified with a low probability will be removed.

fig, (ax1, ax2, ax3) = plt.subplots(1, 3, figsize=(20, 6))
X, y = create_dataset(n_samples=5000, weights=(0.01, 0.05, 0.94),
                      class_sep=0.8)

clf = LinearSVC().fit(X, y)
plot_decision_function(X, y, clf, ax1)
ax1.set_title('Linear SVC with y={}'.format(Counter(y)))
sampler = InstanceHardnessThreshold(
    random_state=0, estimator=LogisticRegression(solver='lbfgs',
                                                 multi_class='auto'))
clf = make_pipeline(sampler, LinearSVC())
clf.fit(X, y)
plot_decision_function(X, y, clf, ax2)
ax2.set_title('Decision function for {}'.format(sampler.__class__.__name__))
plot_resampling(X, y, sampler, ax3)
ax3.set_title('Resampling using {}'.format(sampler.__class__.__name__))
fig.tight_layout()

plt.show()
../../_images/sphx_glr_plot_comparison_under_sampling_006.png

Total running time of the script: ( 0 minutes 14.404 seconds)

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