z-SVM: An SVM for Improved Classification of Imbalanced Data

Recent literature has revealed that the decision boundary of a Support Vector Machine (SVM) classifier skews towards the minority class for imbalanced data, resulting in high misclassification rate for minority samples. In this paper, we present a novel strategy for SVM in class imbalanced scenario. In particular, we focus on orienting the trained decision boundary of SVM so that a good margin between the decision boundary and each of the classes is maintained, and also classification performance is improved for imbalanced data. In contrast to existing strategies that introduce additional parameters, the values of which are determined through empirical search involving multiple SVM training, our strategy corrects the skew of the learned SVM model automatically irrespective of the choice of learning parameters without multiple SVM training. We compare our strategy with SVM and SMOTE, a widely accepted strategy for imbalanced data, applied to SVM on five well known imbalanced datasets. Our strategy demonstrates improved classification performance for imbalanced data and is less sensitive to the selection of SVM learning parameters.