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# ===================================================
# Creating a SMOTE training sample for classification problems
#
# If called with learner=NULL (the default) is does not
# learn any model, simply returning the SMOTEd data set
#
# NOTE: It does not handle NAs!
#
# Examples:
# ms <- SMOTE(Species ~ .,iris,'setosa',perc.under=400,perc.over=300,
# learner='svm',gamma=0.001,cost=100)
# newds <- SMOTE(Species ~ .,iris,'setosa',perc.under=300,k=3,perc.over=400)
#
# L. Torgo, Feb 2010
# ---------------------------------------------------
SMOTE <- function(form,data,
perc.over=200,k=5,
perc.under=200,
learner=NULL,...
)
# INPUTS:
# form a model formula
# data the original training set (with the unbalanced distribution)
# minCl the minority class label
# per.over/100 is the number of new cases (smoted cases) generated
# for each rare case. If perc.over < 100 a single case
# is generated uniquely for a randomly selected perc.over
# of the rare cases
# k is the number of neighbours to consider as the pool from where
# the new examples are generated
# perc.under/100 is the number of "normal" cases that are randomly
# selected for each smoted case
# learner the learning system to use.
# ... any learning parameters to pass to learner
{
# the column where the target variable is
tgt <- which(names(data) == as.character(form[[2]]))
minCl <- levels(data[,tgt])[which.min(table(data[,tgt]))]
# get the cases of the minority class
minExs <- which(data[,tgt] == minCl)
# generate synthetic cases from these minExs
if (tgt < ncol(data)) {
cols <- 1:ncol(data)
cols[c(tgt,ncol(data))] <- cols[c(ncol(data),tgt)]
data <- data[,cols]
}
newExs <- smote.exs(data[minExs,],ncol(data),perc.over,k)
if (tgt < ncol(data)) {
newExs <- newExs[,cols]
data <- data[,cols]
}
# get the undersample of the "majority class" examples
selMaj <- sample((1:NROW(data))[-minExs],
as.integer((perc.under/100)*nrow(newExs)),
replace=T)
# the final data set (the undersample+the rare cases+the smoted exs)
newdataset <- rbind(data[selMaj,],data[minExs,],newExs)
# learn a model if required
if (is.null(learner)) return(newdataset)
else do.call(learner,list(form,newdataset,...))
}
# ===================================================
# Obtain a set of smoted examples for a set of rare cases.
# L. Torgo, Feb 2010
# ---------------------------------------------------
smote.exs <- function(data,tgt,N,k)
# INPUTS:
# data are the rare cases (the minority "class" cases)
# tgt is the name of the target variable
# N is the percentage of over-sampling to carry out;
# and k is the number of nearest neighours to use for the generation
# OUTPUTS:
# The result of the function is a (N/100)*T set of generated
# examples with rare values on the target
{
nomatr <- c()
T <- matrix(nrow=dim(data)[1],ncol=dim(data)[2]-1)
for(col in seq.int(dim(T)[2]))
if (class(data[,col]) %in% c('factor','character')) {
T[,col] <- as.integer(data[,col])
nomatr <- c(nomatr,col)
} else T[,col] <- data[,col]
if (N < 100) { # only a percentage of the T cases will be SMOTEd
nT <- NROW(T)
idx <- sample(1:nT,as.integer((N/100)*nT))
T <- T[idx,]
N <- 100
}
p <- dim(T)[2]
nT <- dim(T)[1]
ranges <- apply(T,2,max)-apply(T,2,min)
nexs <- as.integer(N/100) # this is the number of artificial exs generated
# for each member of T
new <- matrix(nrow=nexs*nT,ncol=p) # the new cases
for(i in 1:nT) {
# the k NNs of case T[i,]
xd <- scale(T,T[i,],ranges)
for(a in nomatr) xd[,a] <- xd[,a]==0
dd <- drop(xd^2 %*% rep(1, ncol(xd)))
kNNs <- order(dd)[2:(k+1)]
for(n in 1:nexs) {
# select randomly one of the k NNs
neig <- sample(1:k,1)
ex <- vector(length=ncol(T))
# the attribute values of the generated case
difs <- T[kNNs[neig],]-T[i,]
new[(i-1)*nexs+n,] <- T[i,]+runif(1)*difs
for(a in nomatr)
new[(i-1)*nexs+n,a] <- c(T[kNNs[neig],a],T[i,a])[1+round(runif(1),0)]
}
}
newCases <- data.frame(new)
for(a in nomatr)
newCases[,a] <- factor(newCases[,a],levels=1:nlevels(data[,a]),labels=levels(data[,a]))
newCases[,tgt] <- factor(rep(data[1,tgt],nrow(newCases)),levels=levels(data[,tgt]))
colnames(newCases) <- colnames(data)
newCases
}
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