SMOTEBoost for Regression: Improving the Prediction of Extreme Values

Supervised learning with imbalanced domains is one of the biggest challenges in machine learning. Such tasks differ from standard learning tasks by assuming a skewed distribution of target variables, and user domain preference towards under-represented cases. Most research has focused on imbalanced classification tasks, where a wide range of solutions has been tested. Still, little work has been done concerning imbalanced regression tasks. In this paper, we propose an adaptation of the SMOTEBoost approach for the problem of imbalanced regression. Originally designed for classification tasks, it combines boosting methods and the SMOTE resampling strategy. We present four variants of SMOTEBoost and provide an experimental evaluation using 30 datasets with an extensive analysis of results in order to assess the ability of SMOTEBoost methods in predicting extreme target values, and their predictive trade-off concerning baseline boosting methods. SMOTEBoost is publicly available in a software package.