Imbalanced regression using regressor-classifier ensembles

Abstract

We present an extension to the federated ensemble regression using classification algorithm, an ensemble learning algorithm for regression problems which leverages the distribution of the samples in a learning set to achieve improved performance. We evaluated the extension using four classifiers and four regressors, two discretizers, and 119 responses from a wide variety of datasets in different domains. Additionally, we compared our algorithm to two resampling methods aimed at addressing imbalanced datasets. Our results show that the proposed extension is highly unlikely to perform worse than the base case, and on average outperforms the two resampling methods with significant differences in performance.