用生成模型解决少数类样本不足的分类难题,实现精准错误控制。
VAE-Inf: A statistically interpretable generative paradigm for imbalanced classification

- 先用多数类数据训练变分自编码器,构建统计可解释的参考分布
- 通过投影统计量实现类别间概率分离,确保小样本下假阳性率精确控制
- 适合需要严格误差控制的医疗、金融等高风险场景
不平衡分类在机器学习中仍具挑战性,尤其当少数类样本过少时,传统模型易出现不稳定决策边界且缺乏可靠误差控制。本文提出两阶段框架VAE-Inf,将生成建模与判别分类结合:第一阶段仅用多数类数据训练变分自编码器(VAE),通过Wasserstein均值聚合潜在后验,构建全局高斯参考模型;第二阶段利用少量少数类样本微调编码器,引入基于方差归一化投影统计量的分布感知损失,实现类别间概率分离。推理时采用投影得分,具备自然的假设检验解释,并支持无需参数假设的分布自由校准,可在有限样本下精确控制第一类错误(假阳性率)。在多个真实世界基准上的实验表明,该方法性能优于现有方法。代码可应要求提供。
原文摘要 · Abstract (English)
Imbalanced classification remains a pervasive challenge in machine learning, particularly when minority samples are too scarce to provide a robust discriminative boundary. In such extreme scenarios, conventional models often suffer from unstable decision boundaries and a lack of reliable error control. To bridge the gap between generative modeling and discriminative classification, we propose a two-stage framework \textbf{VAE-Inf} that integrates deep representation learning with statistically interpretable hypothesis testing. In the first stage, we adopt a one-class modeling perspective by training a variational autoencoder (VAE) exclusively on majority-class data to capture the underlying reference distribution. The resulting latent posteriors are aggregated via a Wasserstein barycenter to construct a global Gaussian reference model, providing a geometrically principled baseline for the majority class. In the second stage, we transform this generative foundation into a discriminative classifier by fine-tuning the encoder with limited minority samples. This is achieved through a novel distribution-aware loss that enforces probabilistic separation between classes based on variance-normalized projection statistics. For inference, we introduce a projection-based score that admits a natural hypothesis testing interpretation, allowing for a distribution-free calibration procedure. This approach yields exact finite-sample control of the Type-I error (false positive rate) without relying on restrictive parametric assumptions. Extensive experiments on diverse real-world benchmarks demonstrate that our framework achieves competitive performance against other approaches. The codes are available upon request.
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