Evaluation of Multi- and Single-objective Learning Algorithms for Imbalanced Data

TL;DR

This paper proposes a new evaluation methodology for comparing multi-objective optimization algorithms and single-solution algorithms in imbalanced data classification, addressing the challenge of solution selection from Pareto fronts.

Contribution

It introduces a reliable approach to evaluate and compare algorithms that produce Pareto fronts versus those that produce single solutions, filling a methodological gap.

Findings

New evaluation method for multi-objective algorithms

Comparison framework for Pareto front and single-solution methods

Addresses classifier evaluation in imbalanced data tasks

Abstract

Many machine learning tasks aim to find models that work well not for a single, but for a group of criteria, often opposing ones. One such example is imbalanced data classification, where, on the one hand, we want to achieve the best possible classification quality for data from the minority class without degrading the classification quality of the majority class. One solution is to propose an aggregate learning criterion and reduce the multi-objective learning task to a single-criteria optimization problem. Unfortunately, such an approach is characterized by ambiguity of interpretation since the value of the aggregated criterion does not indicate the value of the component criteria. Hence, there are more and more proposals for algorithms based on multi-objective optimization (MOO), which can simultaneously optimize multiple criteria. However, such an approach results in a set of multiple non-dominated solutions (Pareto front). The selection of a single solution from the Pareto front is a challenge itself, and much attention is paid to the issue of how to select it considering user preferences, as well as how to compare solutions returned by different MOO algorithms among themselves. Thus, a significant gap has been identified in the classifier evaluation methodology, i.e., how to reliably compare methods returning single solutions with algorithms returning solutions in the form of Pareto fronts. To fill the aforementioned gap, this article proposes a new, reliable way of evaluating algorithms based on multi-objective algorithms with methods that return single solutions while pointing out solutions from a Pareto front tailored to the user's preferences. This work focuses only on algorithm comparison, not their learning. The algorithms selected for this study are illustrative to help understand the proposed approach.