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Background: Feature selection in class-imbalance learning has gained increasing attention in recent years due to the massive growth of high-dimensional class-imbalanced data across many scientific fields. In addition to reducing model complexity and discovering key biomarkers, feature selection is also an effective method of combating overlapping which may arise in such data and become a crucial aspect for determining classification performance. However, ordinary feature selection techniques for classification can not be simply used for addressing class-imbalanced data without any adjustment. Thus, more efficient feature selection technique must be developed for complicated class-imbalanced data, especially in the context of high-dimensionality., Results: We proposed an algorithm called sssHD to achieve stable sparse feature selection applied it to complicated class-imbalanced data. sssHD is based on the Hellinger distance (HD) coupled with sparse regularization techniques. We stated that Hellinger distance is not only class-insensitive but also translation-invariant. Simulation result indicates that HD-based selection algorithm is effective in recognizing key features and control false discoveries for class-imbalance learning. Five gene expression datasets are also employed to test the performance of the sssHD algorithm, and a comparison with several existing selection procedures is performed. The result shows that sssHD is highly competitive in terms of five assessment metrics. In addition, sssHD presents limited differences between performing and not performing re-balance preprocessing., Conclusions: sssHD is a practical feature selection method for high-dimensional class-imbalanced data, which is simple and can be an alternative for performing feature selection in class-imbalanced data. sssHD can be easily extended by connecting it with different re-balance preprocessing, different sparse regularization structures as well as different classifiers. As such, the algorithm is extremely general and has a wide range of applicability.

Feature screening is an important and challenging topic in current class-imbalance learning. Most of the existing feature screening algorithms in class-imbalance learning are based on filtering techniques. However, the variable rankings obtained by various filtering techniques are generally different, and this inconsistency among different variable ranking methods is usually ignored in practice. To address this problem, we propose a simple strategy called rank aggregation with re-balance (RAR) for finding key variables from class-imbalanced data. RAR fuses each rank to generate a synthetic rank that takes every ranking into account. The class-imbalanced data are modified via different re-sampling procedures, and RAR is performed in this balanced situation. Five class-imbalanced real datasets and their re-balanced ones are employed to test the RAR's performance, and RAR is compared with several popular feature screening methods. The result shows that RAR is highly competitive and almost better than single filtering screening in terms of several assessing metrics. Performing re-balanced pretreatment is hugely effective in rank aggregation when the data are class-imbalanced. [ABSTRACT FROM AUTHOR]