Abstract: In the process of solving the problem of class imbalance, the traditional classification model tends to prefer the learning of large class samples, which affects the classification effect of the model. Based on this, from the aspects of data sampling and model selection, a cost-sensitive neural network ensemble (CSNN_Ensemble) model is proposed. Firstly, several training data sets are obtained by random undersampling method. Secondly, back propagation (BP) neural networks are trained separately for each training data set, and several cost-sensitive neural networks are constructed by considering the cost matrix. Finally, the cost-sensitive neural networks are used to construct the parallel ensemble model, and the final decision of the model is made by voting. The results of the experiment show that the model has excellent performance in $ F_{1} $ value, AUC value and expected total cost, and has good robustness.
Keywords: class imbalance; random under-sampling; cost-sensitive neural network (CSNN); ensemble model; Friedman test