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.
Keywords: class-imbalance; feature screening; filtering algorithm; rank aggregation; re-balance.