Under-sampling acak

Deteksi Fraud di R

Bart Baesens

Professor Data Science at KU Leuven

Under-sampling acak (RUS)

Diagram batang kelas: under-sampling

Data asli: train vs test

Under-sampling acak v0

Under-sampling acak v1

V2 vs V1 pada data timpang

table(creditcard$Class)

    0     1 
24108   492

n_fraud <- 492
new_frac_fraud <- 0.50
new_n_total <- n_fraud / new_frac_fraud ## = 492 / 0.50 = 984

library(ROSE)
undersampling_result <- ovun.sample(formula = Class ~ ., data = creditcard,
                                    method = "under", N = new_n_total, seed = 2018)

undersampled_credit <- undersampling_result$data

prop.table(table(undersampled_credit$Class))

  0   1 
0.5 0.5

V2 vs V1 pada data under-sampled

Lakukan keduanya!

Diagram batang kelas: keduanya

n_new <- nrow(creditcard) ## = 24600
fraction_fraud_new <- 0.50

sampling_result <- ovun.sample(formula = Class ~ ., data = creditcard,
                               method = "both",
                               N = n_new,
                               p = fraction_fraud_new,
                               seed = 2018)

sampled_credit <- sampling_result$data

prop.table(table(sampled_credit$Class))

        0         1 
0.5039837 0.4960163

V2 vs V1: metode gabungan

Ayo berlatih!

Deteksi Fraud di R