A fuzzy twin support vector machine based on information entropy for class imbalance learning

In real-world binary class datasets, the total number of samples may not be the same in both the classes, i.e. size of the majority class is much larger than minority class which is called as imbalance problem. In various classification problems, the main interest is to correctly classify the samples belonging to the minority class. Since support vector machine (SVM) and twin support vector machine (TWSVM) obtain the resultant classifier by giving same importance to all the training samples, it results in a biased classifier towards the majority class in imbalanced datasets. In this paper, by considering the fuzzy membership value for each sample, we have proposed an efficient approach, entropy-based fuzzy twin support vector machine for class imbalanced datasets (EFTWSVM-CIL) where fuzzy membership values are assigned based on the entropy values of samples. Here, we give more importance to the minority class by assigning relatively larger fuzzy memberships to the minority class samples. Further, it solves a pair of smaller-size quadratic programming problems (QPPs) rather than a large one as in the case of SVM. Experiments are performed on various real-world imbalanced datasets, and results of our proposed EFTWSVM-CIL are compared with twin support vector machine (TWSVM), fuzzy twin support vector machine (FTWSVM) and entropy-based fuzzy SVM (EFSVM) for imbalanced datasets.