Ohad Volk

Guy Hay, Ohad Volk

High-dimensional imbalanced data poses a machine learning challenge. In the absence of sufficient or high-quality labels, unsupervised feature selection methods are crucial for the success of subsequent algorithms. Therefore, we introduce a Marginal Laplacian Score (MLS), a modification of the well known Laplacian Score (LS) tailored to better address imbalanced data. We introduce an assumption that the minority class or anomalous appear more frequently in the margin of the features. Consequently, MLS aims to preserve the local structure of the dataset's margin. We propose its integration into modern feature selection methods that utilize the Laplacian score. We integrate the MLS algorithm into the Differentiable Unsupervised Feature Selection (DUFS), resulting in DUFS-MLS. The proposed methods demonstrate robust and improved performance on synthetic and public datasets.

Ohad Volk, Gonen Singer

We design a new adaptive learning algorithm for misclassification cost problems that attempt to reduce the cost of misclassified instances derived from the consequences of various errors. Our algorithm (adaptive cost sensitive learning - AdaCSL) adaptively adjusts the loss function such that the classifier bridges the difference between the class distributions between subgroups of samples in the training and test data sets with similar predicted probabilities (i.e., local training-test class distribution mismatch). We provide some theoretical performance guarantees on the proposed algorithm and present empirical evidence that a deep neural network used with the proposed AdaCSL algorithm yields better cost results on several binary classification data sets that have class-imbalanced and class-balanced distributions compared to other alternative approaches.