Neural Network Ensemble With Evolutionary Algorithm for Highly Imbalanced Classification

Imbalanced data is a major challenge in classification tasks. Most classification algorithms tend to be biased toward the samples in the majority class but fail to classify the samples in the minority class. Recently, ensemble learning, as a promising method, has been rapidly developed in solving highly imbalanced classification. However, the design of the base classifier for the ensemble is still an open question because the optimization problem of the base classifier is gradientless. In this study, the evolutionary algorithm (EA) technique is adopted to solve a wide range of optimization design problems in highly imbalanced classification without gradient information. A novel EA-based classifier optimization design method is proposed to optimize the design of multiple base classifiers automatically for the ensemble. In particular, an EA method with a neural network (NN) as the base classifier termed NN ensemble with EA (NNEAE) is developed for highly imbalanced classification. To verify the performance of NNEAE, extensive experiments are designed for testing. Results illustrate that NNEAE outperforms other compared methods.