AUC analysis of the pareto-front using multi-objective GP for classification with unbalanced data
Urvesh Bhowan, Mengjie Zhang, Mark Johnston · 2010
Learning algorithms can suffer a performance bias when data sets are unbalanced. This paper proposes a Multi-Objective Genetic Programming (MOGP) approach using the accuracy of the minority and majority class as learning objectives. We focus our analysis on the classification ability of evolved Pareto-front solutions using the Area Under the ROC Curve (AUC) and investigate which regions of the objective trade-off surface favour high-scoring AUC solutions. We show that a diverse set of well-performing classifiers is simultaneously evolved along the Pareto-front using the MOGP approach compared to canonical GP where only one solution is found along the objective trade-off surface, and that in some problems the MOGP solutions had better AUC than solutions evolved with canonical GP using hand-crafted fitness functions.