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Clustering-based over-sampling
This example illustrates the data generation process and the performance of various over-samplers when clustering-based over-sampling is used.
# Author: Georgios Douzas <gdouzas@icloud.com>
# Licence: MIT
import matplotlib.pyplot as plt
import pandas as pd
from imblearn.over_sampling import SMOTE, BorderlineSMOTE, RandomOverSampler
from imblearn.pipeline import make_pipeline
from sklearn.base import clone
from sklearn.cluster import AgglomerativeClustering, KMeans
from sklearn.datasets import make_classification
from sklearn.ensemble import GradientBoostingClassifier
from sklearn.metrics import f1_score
from sklearn.model_selection import train_test_split
from imblearn_extra.clover.over_sampling import ClusterOverSampler
RANDOM_STATE = 0
OVERSAMPLERS = [
RandomOverSampler(random_state=RANDOM_STATE),
SMOTE(random_state=RANDOM_STATE + 1),
BorderlineSMOTE(random_state=RANDOM_STATE + 2),
]
KMEANS = KMeans(random_state=RANDOM_STATE, n_clusters=100, n_init='auto')
AGGL = AgglomerativeClustering(n_clusters=100)
def generate_imbalanced_data():
"""Generate imbalanced data."""
X, y = make_classification(
n_classes=3,
class_sep=0.8,
weights=[0.01, 0.05, 0.94],
n_informative=2,
n_redundant=0,
n_repeated=0,
n_features=2,
n_clusters_per_class=1,
n_samples=2000,
random_state=RANDOM_STATE,
)
return X, y
def plot_data(X, y, oversampler, ax):
"""Plot original or resampled data."""
if oversampler is None:
X_res, y_res = X, y
title = 'Original data'
else:
oversampler = clone(oversampler)
X_res, y_res = oversampler.fit_resample(X, y)
if not isinstance(oversampler, ClusterOverSampler):
ovs_name = oversampler.__class__.__name__
title = f'Resampling using {ovs_name}'
else:
clusterer_name = oversampler.clusterer.__class__.__name__
ovs_name = oversampler.oversampler_.__class__.__name__
title = f'Resampling using {clusterer_name}-{ovs_name}'
ax.scatter(X_res[:, 0], X_res[:, 1], c=y_res, alpha=0.8, edgecolor='k')
ax.spines['top'].set_visible(False)
ax.spines['right'].set_visible(False)
ax.get_xaxis().tick_bottom()
ax.get_yaxis().tick_left()
ax.spines['left'].set_position(('outward', 10))
ax.spines['bottom'].set_position(('outward', 10))
ax.set_title(title)
def compare_f1_scores(X_train, X_test, y_train, y_test, clf, oversampler, clusterer):
"""Compare F1 scores of oversamplers with and without clustering."""
ovs_clf = make_pipeline(clone(oversampler), clf)
clr_ovs_clf = make_pipeline(ClusterOverSampler(clone(oversampler), clusterer), clf)
y_pred = ovs_clf.fit(X_train, y_train).predict(X_test)
y_pred_clr = clr_ovs_clf.fit(X_train, y_train).predict(X_test)
ovs_name = oversampler.__class__.__name__
ovs_score = f1_score(y_test, y_pred, average='macro')
clr_ovs_score = f1_score(y_test, y_pred_clr, average='macro')
return (ovs_name, ovs_score, clr_ovs_score)
Generate imbalanced data
We are generating a highly imbalanced multi-class data set, using
make_classification from scikit-learn.
X, y = generate_imbalanced_data()
_, ax = plt.subplots(1, 1, figsize=(15, 7))
plot_data(X, y, None, ax)
Effect of clustering to over-samplers
Clustering based over-sampling allows to identify areas of the input space which are appropriate to generate artificial data. Therefore, the generation of noisy samples is avoided and the within-classes imbalanced issue is also addressed. The next plots show the resampled data when clustering is applied, comparing them to the resampled data of the initial over-samplers.
fig, axs = plt.subplots(3, 2, figsize=(15, 15))
for (ax1, ax2), oversampler in zip(axs, OVERSAMPLERS, strict=True):
plot_data(X, y, clone(oversampler), ax1)
plot_data(X, y, ClusterOverSampler(oversampler, KMEANS), ax2)
fig.tight_layout()
Performance evaluation of clustering based over-sampling
We are evaluating various over-samplers using F1-score as evaluation metric on a test set. The scores with and without clustering are compared.
clf = GradientBoostingClassifier(random_state=RANDOM_STATE)
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=RANDOM_STATE)
scores = []
for oversampler in OVERSAMPLERS:
scores.append(compare_f1_scores(X_train, X_test, y_train, y_test, clf, oversampler, KMEANS))
scores = (
pd.DataFrame(scores)
.rename(columns={0: 'Oversamplers', 1: ('F-score', 'No clustering'), 2: ('F-score', 'Clustering')})
.set_index('Oversamplers')
)
scores.columns = pd.MultiIndex.from_tuples(scores.columns)
scores
We repeat the process for AgglomerativeClustering instead of KMeans.
scores = []
for oversampler in OVERSAMPLERS:
scores.append(compare_f1_scores(X_train, X_test, y_train, y_test, clf, oversampler, AGGL))
scores = (
pd.DataFrame(scores)
.rename(columns={0: 'Oversamplers', 1: ('F-score', 'No clustering'), 2: ('F-score', 'Clustering')})
.set_index('Oversamplers')
)
scores.columns = pd.MultiIndex.from_tuples(scores.columns)
scores
Total running time of the script: ( 0 minutes 12.794 seconds)
Download Python source code: plot_cluster_oversamplers.py