José M. Palma

Antonio Guillén-Teruel, Marcos Caracena, Jose A. Pardo et al.

This research addresses the challenges of handling unbalanced datasets for binary classification tasks. In such scenarios, standard evaluation metrics are often biased by the disproportionate representation of the minority class. Conducting experiments across seven datasets, we uncovered inconsistencies in evaluation metrics when determining the model that outperforms others for each binary classification problem. This justifies the need for a metric that provides a more consistent and unbiased evaluation across unbalanced datasets, thereby supporting robust model selection. To mitigate this problem, we propose a novel metric, the Unbiased Integration Coefficients (UIC), which exhibits significantly reduced bias ($p < 10^{-4}$) towards the minority class compared to conventional metrics. The UIC is constructed by aggregating existing metrics while penalising those more prone to imbalance. In addition, we introduce the Identical Partitions for Imbalance Problems (IPIP) algorithm for imbalanced ML problems, an ensemble-based approach. Our experimental results show that IPIP outperforms other baseline imbalance-aware approaches using Random Forest and Logistic Regression models in three out of seven datasets as assessed by the UIC metric, demonstrating its effectiveness in addressing imbalanced data challenges in binary classification tasks. This new framework for dealing with imbalanced datasets is materialized in the FILM (Framework for Imbalanced Learning Machines) R Package, accessible at https://github.com/antoniogt/FILM.

Raquel Espinosa, Gracia Sánchez, José Palma et al.

Feature selection is a critical step in the analysis of high-dimensional data, where the number of features often vastly exceeds the number of samples. Effective feature selection not only improves model performance and interpretability but also reduces computational costs and mitigates the risk of overfitting. In this context, we propose a novel feature selection method for high-dimensional data, based on the well-known permutation feature importance approach, but extending it to evaluate subsets of attributes rather than individual features. This extension more effectively captures how interactions among features influence model performance. The proposed method employs a multi-objective evolutionary algorithm to search for candidate feature subsets, with the objectives of maximizing the degradation in model performance when the selected features are shuffled, and minimizing the cardinality of the feature subset. The effectiveness of our method has been validated on a set of 24 publicly available high-dimensional datasets for classification and regression tasks, and compared against 9 well-established feature selection methods designed for high-dimensional problems, including the conventional permutation feature importance method. The results demonstrate the ability of our approach in balancing accuracy and computational efficiency, providing a powerful tool for feature selection in complex, high-dimensional datasets.