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Do unbalanced data have a negative effect on LDA?

Xue, JH; Titterington, DM; (2008) Do unbalanced data have a negative effect on LDA? PATTERN RECOGN , 41 (5) 1558 - 1571. 10.1016/j.patcog.2007.11.008.

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Abstract

For two-class discrimination, Xie and Qiu [The effect of imbalanced data sets on LDA: a theoretical and empirical analysis, Pattern Recognition 40 (2) (2007) 557-562] claimed that, when covariance matrices of the two classes were unequal, a (class) unbalanced data set had a negative effect on the performance of linear discriminant analysis (LDA). Through re-balancing 10 real-world data sets, Xie and Qiu [The effect of imbalanced data sets on LDA: a theoretical and empirical analysis, Pattern Recognition 40 (2) (2007) 557-562] provided empirical evidence to support the claim using AUC (Area Under the receiver operating characteristic Curve) as the performance metric. We suggest that such a claim is vague if not misleading, there is no solid theoretical analysis presented in Xie and Qiu [The effect of imbalanced data sets on LDA: a theoretical and empirical analysis, Pattern Recognition 40 (2) (2007) 557-562], and AUC can lead to a quite different conclusion from that led to by misclassification error rate (ER) on the discrimination performance of LDA for unbalanced data sets. Our empirical and simulation studies suggest that, for LDA, the increase of the median of AUC (and thus the improvement of performance of LDA) from re-balancing is relatively small, while, in contrast, the increase of the median of ER (and thus the decline in performance of LDA) from re-balancing is relatively large. Therefore, from our study, there is no reliable empirical evidence to support the claim that a (class) unbalanced data set has a negative effect on the performance of LDA. In addition, re-balancing affects the performance of LDA for data sets with either equal or unequal covariance matrices, indicating that having unequal covariance matrices is not a key reason for the difference in performance between original and re-balanced data. (c) 2007 Elsevier Ltd. All rights reserved.

Type: Article
Title: Do unbalanced data have a negative effect on LDA?
DOI: 10.1016/j.patcog.2007.11.008
Keywords: area under an ROC curve (AUC), linear discriminant analysis (LDA), misclassification error rate (ER), unbalanced data, COVARIANCE MATRICES, ROC CURVE, AREA
UCL classification: UCL > Provost and Vice Provost Offices
UCL > Provost and Vice Provost Offices > UCL BEAMS
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Statistical Science
URI: http://discovery.ucl.ac.uk/id/eprint/1324138
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