Balancing the Scales: A Theoretical and Algorithmic Framework for Learning from Imbalanced Data
Corinna Cortes, Anqi Mao, Mehryar Mohri, Yutao Zhong
Abstract
Class imbalance remains a major challenge in machine learning, especially in multi-class problems with long-tailed distributions. Existing methods, such as data resampling, cost-sensitive techniques, and logistic loss modifications, though popular and often effective, lack solid theoretical foundations. As an example, we demonstrate that cost-sensitive methods are not Bayes consistent. This paper introduces a novel theoretical framework for analyzing generalization in imbalanced classification. We propose a new class-imbalanced margin loss function for both binary and multiclass settings, prove its strong H-consistency, and derive corresponding learning guarantees based on empirical loss and a new notion of class-sensitive Rademacher complexity. Leveraging these theoretical results, we devise novel and general learning algorithms, IMMAX (Imbalanced Margin Maximization), which incorporate confidence margins and are applicable to various hypothesis sets. While our focus is theoretical, we also present extensive empirical results demonstrating the effectiveness of our algorithms compared to existing baselines.
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Cited by top-tier papers10
- Improved Balanced Classification with Theoretically Grounded Loss FunctionsCorinna Cortes, Mehryar Mohri, Yutao ZhongNeurIPS 2025 · 19 citations
- Why Ask One When You Can Ask k? Learning-to-Defer to the Top-k ExpertsYannis Montreuil, Axel Carlier, Lai Xing Ng, Wei Tsang OoiICLR 2026 · 7 citations
- Linear-Core Surrogates: Smooth Loss Functions with Linear Rates for Classification and Structured PredictionMehryar Mohri, Yutao ZhongICML 2026 · 7 citations
- Optimized Deferral for Imbalanced SettingsCorinna Cortes, Anqi Mao, Mehryar Mohri, Yutao ZhongICML 2026 · 7 citations
- Reducing Class-Wise Performance Disparity via Margin RegularizationBeier Zhu, Kesen Zhao, Jiequan Cui, Qianru Sun et al.ICLR 2026 · 1 citation
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- Decoupling Representation and Classifier for Long-Tailed RecognitionBingyi Kang, Saining Xie, Marcus Rohrbach, Zhicheng Yan et al.ICLR 2020 · 1,496 citations
- Long-tail learning via logit adjustmentAditya Krishna Menon, Sadeep Jayasumana, Ankit Singh Rawat, Himanshu Jain et al.ICLR 2021 · 937 citations
- Balanced Meta-Softmax for Long-Tailed Visual RecognitionJiawei Ren, Cunjun Yu, Shunan Sheng, Xiao Ma et al.NeurIPS 2020 · 861 citations
- Cross-Entropy Loss Functions: Theoretical Analysis and ApplicationsAnqi Mao, Mehryar Mohri, Yutao ZhongICML 2023 · 790 citations
- Long-Tailed Classification by Keeping the Good and Removing the Bad Momentum Causal EffectKaihua Tang, Jianqiang Huang, Hanwang ZhangNeurIPS 2020 · 533 citations
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