Imbalanced regression pipeline recommendation

Abstract

Imbalanced problems are prevalent in various real-world scenarios and are extensively explored in classification tasks. However, they also present challenges for regression tasks due to the rarity of certain target values. A common alternative is to employ balancing algorithms in preprocessing to address dataset imbalance. However, due to the variety of resampling methods and learning models, determining the optimal solution requires testing many combinations. Furthermore, the learning model, dataset, and evaluation metric affect the best strategies. This work proposes the Meta-learning for Imbalanced Regression (Meta-IR) framework, which diverges from existing literature by training meta-classifiers to recommend the best pipeline composed of the resampling strategy and learning model per task in a zero-shot fashion. The meta-classifiers are trained using a set of meta-features to learn how to map the meta-features to the classes indicating the best pipeline. We propose two formulations: Independent and Chained. Independent trains the meta-classifiers to separately indicate the best learning algorithm and resampling strategy. Chained involves a sequential procedure where the output of one meta-classifier is used as input for another to model intrinsic relationship factors. The Chained scenario showed superior performance, suggesting a relationship between the learning algorithm and the resampling strategy per task. Compared with AutoML frameworks, Meta-IR obtained better results. Moreover, compared with baselines of six learning algorithms and six resampling algorithms plus no resampling, totaling 42 (6 × 7) configurations, Meta-IR outperformed all of them. The code, data, and further information of the experiments can be found on GitHub: https://github.com/JusciAvelino/Meta-IR.

Authors

George Darmiton da Cunha Cavalcanti, CIn, Universidade Federal de Pernambuco, Recife, Brazil

Juscimara Gomes Avelino, CIn, Universidade Federal de Pernambuco, Recife, Brazil

Rafael Menelau Oliveira e Cruz, École de Technologie Supérieure, Université du Québec, Québec, Canada