Learning from imbalanced data is one of the greatest challenging problems in binary classification, and this problem has gained more importance in recent years. When the class distribution is imbalanced, classical machine learning algorithms tend to move strongly towards the majority class and disregard the minority. Therefore, the accuracy may be high, but the model cannot recognize data instances in the minority class to classify them, leading to many misclassifications. Different methods have been proposed in the literature to handle the imbalance problem, but most are complicated and tend to simulate unnecessary noise. In this paper, we propose a simple oversampling method based on Multivariate Gaussian distribution and K-means clustering, called GK-Means. The new method aims to avoid generating noise and control imbalances between and within classes. Various experiments have been carried out with six classifiers and four oversampling methods. Experimental results on different imbalanced datasets show that the proposed GK-Means outperforms other oversampling methods and improves classification performance as measured by F1-score and Accuracy.

Class imbalance; oversampling; gaussian; multivariate distribution; k-means clustering