RandomOverSampler

class imbens.sampler.RandomOverSampler(*, sampling_strategy='auto', random_state=None, shrinkage=None)

Class to perform random over-sampling.

Object to over-sample the minority class(es) by picking samples at random with replacement. The bootstrap can be generated in a smoothed manner.

Read more in the User Guide.

Parameters:

sampling_strategyfloat, str, dict or callable, default=’auto’

Sampling information to resample the data set.

• When float, it corresponds to the desired ratio of the number of samples in the minority class over the number of samples in the majority class after resampling. Therefore, the ratio is expressed as \(\alpha_{os} = N_{rm} / N_{M}\) where \(N_{rm}\) is the number of samples in the minority class after resampling and \(N_{M}\) is the number of samples in the majority class.

  Warning

  float is only available for binary classification. An error is raised for multi-class classification.

• When str, specify the class targeted by the resampling. The number of samples in the different classes will be equalized. Possible choices are:

  'minority': resample only the minority class;

  'not minority': resample all classes but the minority class;

  'not majority': resample all classes but the majority class;

  'all': resample all classes;

  'auto': equivalent to 'not majority'.

• When dict, the keys correspond to the targeted classes. The values correspond to the desired number of samples for each targeted class.

• When callable, function taking y and returns a dict. The keys correspond to the targeted classes. The values correspond to the desired number of samples for each class.

random_stateint, RandomState instance, default=None

Control the randomization of the algorithm.

• If int, random_state is the seed used by the random number generator;

• If RandomState instance, random_state is the random number generator;

• If None, the random number generator is the RandomState instance used by np.random.

shrinkagefloat or dict, default=None

Parameter controlling the shrinkage applied to the covariance matrix. when a smoothed bootstrap is generated. The options are:

• if None, a normal bootstrap will be generated without perturbation. It is equivalent to shrinkage=0 as well;

• if a float is given, the shrinkage factor will be used for all classes to generate the smoothed bootstrap;

• if a dict is given, the shrinkage factor will specific for each class. The key correspond to the targeted class and the value is the shrinkage factor.

The value needs of the shrinkage parameter needs to be higher or equal to 0.

Attributes:

sample_indices_ndarray of shape (n_new_samples,)

Indices of the samples selected.

shrinkage_dict or None

The per-class shrinkage factor used to generate the smoothed bootstrap sample. When shrinkage=None a normal bootstrap will be generated.

See also

BorderlineSMOTE

Over-sample using the borderline-SMOTE variant.

SMOTE

Over-sample using SMOTE.

SVMSMOTE

Over-sample using SVM-SMOTE variant.

ADASYN

Over-sample using ADASYN.

KMeansSMOTE

Over-sample applying a clustering before to oversample using SMOTE.

Notes

Supports multi-class resampling by sampling each class independently. Supports heterogeneous data as object array containing string and numeric data.

When generating a smoothed bootstrap, this method is also known as Random Over-Sampling Examples (ROSE) [1].

Warning

Since smoothed bootstrap are generated by adding a small perturbation to the drawn samples, this method is not adequate when working with sparse matrices.

References

[1]

G Menardi, N. Torelli, “Training and assessing classification rules with imbalanced data,” Data Mining and Knowledge Discovery, 28(1), pp.92-122, 2014.

Examples

>>> from collections import Counter
>>> from sklearn.datasets import make_classification
>>> from imbens.sampler._over_sampling import RandomOverSampler 
>>> X, y = make_classification(n_classes=2, class_sep=2,
... weights=[0.1, 0.9], n_informative=3, n_redundant=1, flip_y=0,
... n_features=20, n_clusters_per_class=1, n_samples=1000, random_state=10)
>>> print('Original dataset shape %s' % Counter(y))
Original dataset shape Counter({1: 900, 0: 100})
>>> ros = RandomOverSampler(random_state=42)
>>> X_res, y_res = ros.fit_resample(X, y)
>>> print('Resampled dataset shape %s' % Counter(y_res))
Resampled dataset shape Counter({0: 900, 1: 900})

Methods

fit(X, y)	Check inputs and statistics of the sampler.
fit_resample(X, y, *[, sample_weight])	Resample the dataset.
get_params([deep])	Get parameters for this estimator.
set_params(**params)	Set the parameters of this estimator.

fit(X, y)

Check inputs and statistics of the sampler.

You should use fit_resample in all cases.

Parameters:

X{array-like, dataframe, sparse matrix} of shape (n_samples, n_features)

Data array.

yarray-like of shape (n_samples,)

Target array.

Returns:

selfobject

Return the instance itself.

fit_resample(X, y, *, sample_weight=None, **kwargs)

Resample the dataset.

Parameters:

X{array-like, dataframe, sparse matrix} of shape (n_samples, n_features)

Matrix containing the data which have to be sampled.

yarray-like of shape (n_samples,)

Corresponding label for each sample in X.

sample_weightarray-like of shape (n_samples,), default=None

Corresponding weight for each sample in X.

• If None, perform normal resampling and return (X_resampled, y_resampled).

• If array-like, the given sample_weight will be resampled along with X and y, and the resampled sample weights will be added to returns. The function will return (X_resampled, y_resampled, sample_weight_resampled).

Returns:

X_resampled{array-like, dataframe, sparse matrix} of shape (n_samples_new, n_features)

The array containing the resampled data.

y_resampledarray-like of shape (n_samples_new,)

The corresponding label of X_resampled.

sample_weight_resampledarray-like of shape (n_samples_new,), default=None

The corresponding weight of X_resampled. Only will be returned if input sample_weight is not None.

get_params(deep=True)

Get parameters for this estimator.

Parameters:

deepbool, default=True

If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns:

paramsdict

Parameter names mapped to their values.

set_params(**params)

Set the parameters of this estimator.

The method works on simple estimators as well as on nested objects (such as Pipeline). The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Parameters:

**paramsdict

Estimator parameters.

Returns:

selfestimator instance

Estimator instance.