Multi-class imbalance problem: A multi-objective solution

Yi-Xiao He, Dan-Xuan Liu, Shen-Huan Lyu, Chao Qian, Zhi-Hua Zhou

Abstract: Highlights•We explicitly consider the between-class trade-off issue in the multi-class imbalance problem.•We design a multi-objective selective ensemble approach to efficiently obtain the optimal trade-off solutions.•We further propose a margin-based objective modeling to tackle the many-class case, and analyze its optimization ability.•Our methods successfully obtain diverse and highly competitive solutions within an acceptable running time.