Imbalance-XGBoost: Leveraging Weighted and Focal Losses for Binary Label-Imbalanced Classification with XGBoost
This provides a convenient tool for handling label-imbalanced binary classification tasks in real-world applications, though it is incremental as it builds on existing XGBoost methods.
The paper introduces Imbalance-XGBoost, a Python package that integrates weighted and focal losses into XGBoost to address binary label-imbalanced classification, achieving state-of-the-art performance on a Parkinson's disease dataset.
The paper presents Imbalance-XGBoost, a Python package that combines the powerful XGBoost software with weighted and focal losses to tackle binary label-imbalanced classification tasks. Though a small-scale program in terms of size, the package is, to the best of the authors' knowledge, the first of its kind which provides an integrated implementation for the two losses on XGBoost and brings a general-purpose extension on XGBoost for label-imbalanced scenarios. In this paper, the design and usage of the package are described with exemplar code listings, and its convenience to be integrated into Python-driven Machine Learning projects is illustrated. Furthermore, as the first- and second-order derivatives of the loss functions are essential for the implementations, the algebraic derivation is discussed and it can be deemed as a separate algorithmic contribution. The performances of the algorithms implemented in the package are empirically evaluated on Parkinson's disease classification data set, and multiple state-of-the-art performances have been observed. Given the scalable nature of XGBoost, the package has great potentials to be applied to real-life binary classification tasks, which are usually of large-scale and label-imbalanced.