How to deal with Imbalanced Dataset for Multi Label Classification

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I was wondering how to penalize less represented classes more then other classes when dealing with a really imbalanced dataset (10 classes over about 20000 samples but here is th number of occurence for each class : [10868 26 4797 26 8320 26 5278 9412 4485 16172 ]).

I read about the Tensorflow function : weighted_cross_entropy_with_logits (https://www.tensorflow.org/api_docs/python/tf/nn/weighted_cross_entropy_with_logits) but I am not sure I can use it for a multi label problem.

I found a post that sum up perfectly the problem I have (Neural Network for Imbalanced Multi-Class Multi-Label Classification) and that propose an idea but it had no answers and I thought the idea might be good :)

Thank you for your ideas and answers !

multilabel-classification tensorflow deep-learning
3 Answers

So I am not entirely sure that I understand your problem given what you have written. The post you link to writes about multi-label AND multi-class, but that doesn't really make sense given what is written there either. So I will approach this as a multi-class problem where for each sample, you have a single label.

In order to penalize the classes, I implemented a weight Tensor based on the labels in the current batch. For a 3-class problem, you could eg. define the weights as the inverse frequency of the classes, such that if the proportions are [0.1, 0.7, 0.2] for class 1, 2 and 3, respectively, the weights will be [10, 1.43, 5]. Defining a weight tensor based on the current batch is then

weight_per_class = tf.constant([10, 1.43, 5]) # shape (, num_classes)
onehot_labels = tf.one_hot(labels, depth=3) # shape (batch_size, num_classes)
weights = tf.reduce_sum(
    tf.multiply(onehot_labels, weight_per_class), axis=1) # shape (batch_size, num_classes)
reduction = tf.losses.Reduction.MEAN # this ensures that we get a weighted mean
loss = tf.losses.softmax_cross_entropy(
        onehot_labels=onehot_labels, logits=logits, weights=weights, reduction=reduction)

Using softmax ensures that the classification problem is not 3 independent classifications.

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