Abstract

Abstract
Imbalanced domain learning aims to produce accurate models in predicting instances that, though underrepresented, are of utmost importance for the domain. Research in this field has been mainly focused on classification tasks. Comparatively, the number of studies carried out in the context of regression tasks is negligible. One of the main reasons for this is the lack of loss functions capable of focusing on minimizing the errors of extreme (rare) values. Recently, an evaluation metric was introduced: Squared Error Relevance Area (SERA). This metric posits a bigger emphasis on the errors committed at extreme values while also accounting for the performance in the overall target variable domain, thus preventing severe bias. However, its effectiveness as an optimization metric is unknown. In this paper, our goal is to study the impacts of using SERA as an optimization criterion in imbalanced regression tasks. Using gradient boosting algorithms as proof of concept, we perform an experimental study with 36 data sets of different domains and sizes. Results show that models that used SERA as an objective function are practically better than the models produced by their respective standard boosting algorithms at the prediction of extreme values. This confirms that SERA can be embedded as a loss function into optimization-based learning algorithms for imbalanced regression scenarios.

Abstract
The paper describes the MetroPT data set, an outcome of a Predictive Maintenance project with an urban metro public transportation service in Porto, Portugal. The data was collected in 2022 to develop machine learning methods for online anomaly detection and failure prediction. Several analog sensor signals (pressure, temperature, current consumption), digital signals (control signals, discrete signals), and GPS information (latitude, longitude, and speed) provide a framework that can be easily used and help the development of new machine learning methods. This dataset contains some interesting characteristics and can be a good benchmark for predictive maintenance models.

Abstract

Abstract
Imbalanced domains pose a significant challenge in real-world predictive analytics, particularly in the context of regression. While existing research has primarily focused on batch learning from static datasets, limited attention has been given to imbalanced regression in online learning scenarios. Intending to address this gap, in prior work, we proposed sampling strategies based on Chebyshev's inequality as the first methodologies designed explicitly for data streams. However, these approaches operated under the restrictive assumption that rare instances exclusively reside at distribution extremes. This study introduces histogram-based sampling strategies to overcome this constraint, proposing flexible solutions for imbalanced regression in evolving data streams. The proposed techniques - Histogram-based Undersampling (HistUS) and Histogram-based Oversampling (HistOS) - employ incremental online histograms to dynamically detect and prioritize rare instances across arbitrary regions of the target distribution to improve predictions in the rare cases. Comprehensive experiments on synthetic and real-world benchmarks demonstrate that HistUS and HistOS substantially improve rare-case prediction accuracy, outperforming baseline models while maintaining competitiveness with Chebyshev-based approaches.

Abstract