Abstract:Class imbalance complicates probabilistic classification because standard training objectives emphasize majority-class performance. Synthetic oversampling can reduce imbalance, but discrepancies between the synthetic and target minority distributions may bias the fitted classifier, especially because synthetic samples depend on the observed data. We propose a bias-correction procedure that estimates the generator-induced loss discrepancy from a held-out subset of majority observations and transfers this correction to the minority class under a uniform bias-transfer condition. We establish finite-sample bounds for bias transfer and for the excess balanced risk of the resulting empirical risk minimizer, and characterize a regime in which SMOTE induces non-negligible loss bias. The framework can also be implemented in imbalanced multi-task learning and propensity-score estimation, with details provided in the Supplementary Material. Real data analyses show that the correction is most useful when synthetic distortion is appreciable.
From: Pengfei Lyu [view email]
[v1]
Thu, 30 Oct 2025 00:52:25 UTC (2,862 KB)
[v2]
Sun, 15 Feb 2026 23:07:04 UTC (2,865 KB)
[v3]
Fri, 11 Sep 2026 01:16:23 UTC (2,865 KB)
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