Handling Imbalanced Classification Problems by Weighted Generalization Memorization Machine

Imbalanced classification problems are of great significance in life, and there have been many methods to deal with them, e.g. eXtreme Gradient Boosting (XGBoost), Logistic Regression (LR), Decision Trees (DT), and Support Vector Machine (SVM). Recently, a novel Generalization-Memorization Machine (GMM) was proposed to maintain good generalization ability with zero empirical for binary classification. This paper proposes a Weighted Generalization Memorization Machine (WGMM) for imbalanced classification. By improving the memory cost function and memory influence function of GMM, our WGMM also maintains zero empirical risk with well generalization ability for imbalanced classification learning. The new adaptive memory influence function in our WGMM achieves that samples are described individually and not affected by other training samples from different category. We conduct experiments on 31 datasets and compare the WGMM with some other classification methods. The results exhibit the effectiveness of the WGMM.