A Study of Supervised Learning with Multivariate Analysis on Unbalanced Datasets

How to handle unbalanced datasets and how to handle high-dimensional datasets are two of the most challenging issues faced by the latest machine learning research. This article reports a study aimed at providing effective solutions to these two challenges. For handling unbalanced datasets, we proposed that a different value of the cost parameter in Support Vector Machine (SVM) is employed for each class of samples. For handling high-dimensional datasets, we resorted to Independent Components Analysis (ICA), which is a multivariate analysis algorithm, along with the conventional univariate analysis. Fxperimental results confirmed that the proposed approaches all together significantly improved the prediction accuracy delivered by SVM.