Feature-Weighted Sampling for Proper Evaluation of Classification Models

In machine learning applications, classification schemes have been widely used for prediction tasks. Typically, to develop a prediction model, the given dataset is divided into training and test sets; the training set is used to build the model and the test set is used to evaluate the model. Furthermore, random sampling is traditionally used to divide datasets. The problem, however, is that the performance of the model is evaluated differently depending on how we divide the training and test sets. Therefore, in this study, we proposed an improved sampling method for the accurate evaluation of a classification model. We first generated numerous candidate cases of train/test sets using the R-value-based sampling method. We evaluated the similarity of distributions of the candidate cases with the whole dataset, and the case with the smallest distribution-difference was selected as the final train/test set. Histograms and feature importance were used to evaluate the similarity of distributions. The proposed method produces more proper training and test sets than previous sampling methods, including random and non-random sampling.