PSO-based method for SVM classification on skewed data-sets

Abstract

Support Vector Machines (SVM) have shown excellent generalization power in classification problems. However, on skewed data-sets, SVM learns a biased model that affects the classifier performance, which is severely damaged when the unbalanced ratio is very large. In this paper, a new external balancing method for applying SVM on skewed data sets is developed. In the first phase of the method, the separating hyperplane is computed. Support vectors are then used to generate the initial population of PSO algorithm, which is used to improve the population of artificial instances and to eliminate noise instances. Experimental results demonstrate the ability of the proposed method to improve the performance of SVM on imbalanced data-sets.