MATLAB: Algorithms for imbalanced multi class classification in Matlab

Question

Hi,

I have been browsing for quite a while both in the state of the art and statistical packages around and I am having some difficulties on finding available algorithms. I notice some implementations for the imbalanced problem have already been posted in Matlab but they were focused on imbalanced two class. My situation is more dry. Most if not all algorithms I came across on academia did not release their algorithms.

My data has two rare classes and 3 other classes who can be considered majority.

Thank you,

Carlos

Answer 1

I described approaches for learning on imbalanced data here http://www.mathworks.com/matlabcentral/answers/11549-leraning-classification-with-most-training-samples-in-one-category This advice is applicable to any number of classes.

If you have Statistics Tlbx in R2012b, I recommend RUSBoost algorithm available from fitensemble function. It is described here http://www.mathworks.com/help/stats/ensemble-methods.html#btfwpd3 and an example is shown here http://www.mathworks.com/help/stats/ensemble-methods.html#btgw1m1