A new hybrid model of feature selection for imbalanced data

Abstract

The study of customer identification has the extremely vital significance to promote the core competitiveness of the enterprise. This paper focus on the problem of feature selection in customer identification.We try to solve the issue of feature selection under class imbalance and a hybrid method is proposed.We improve the data cleaning technology Tomek Links and get a new model called I-Tomlinks. Based on the using of I-Tomlinks for data preprocessing, we combine the group method of data handling (GMDH) and transfer learning together to construct a new feature selection model to solve the problem of class imbalance. The experiments show that the new method gives better predictive performance that other methods used as benchmarks. The new model provides a new tool for customer identification. © Springer-Verlag Berlin Heidelberg 2014.