(Step 2) Data Preprocessing¶

Always handle collinearity and multicollinearity¶

Collinearity (Pairwise Correlation)¶

Collinearity is a phenomenon in which one metric can be linearly predicted by another metric. There are several correlation tests that can detect collinearity between metrics. For example, Pearson correlation test, Spearman correlation test, and Kendall Tau correlation test. Below, we provide a tutorial for using and visualising Spearman correlation test.

# Import for Correlation tests
import pandas as pd
import numpy as np
import seaborn as sns
import matplotlib.pyplot as plt
import random

# Prepare a dataframe for collinearity simulation
X_Corr = X_train.copy()

# Simulate a collinearity situation of AddedLOC and A
X_Corr['A'] = [2 * x_i + random.random() for x_i in X_Corr['AddedLOC']]

# There are 3 options for the parameter setting of method as follows:
# pearson : standard correlation coefficient
# kendall : Kendall Tau correlation coefficient
# spearman : Spearman rank correlation
corrmat = X_Corr.corr(method='spearman')
top_corr_features = corrmat.index

# Visualise a lower-triangle correlation heatmap
plt.figure(figsize=(10,8))
#plot heat map
g=sns.heatmap(X_Corr[top_corr_features].corr(),
vmin = -1,
vmax = 1,
annot=True,
cmap="RdBu")


Multicollinearity¶

Multicollinearity is a phenomenon in which one metric can be linearly predicted by a combination of two or more metrics. Multicollinearity can be detected using Variance Inflation Factor (VIF) analysis [FM92]. The idea behind variance inflation factor analysis is to construct an ordinary least square regression to predict a metric by using the other metrics in the dataset. Having a model that is well fit indicates that the metric can be predicted by other metrics, linearly highly-correlated with other metrics. There are 3 steps in variance inflation factor analysis.

(Step 1) Construct a regression model for each metric. For each metric, we construct a model using the other metrics to predict that particular metric.

(Step 2) Compute a VIF score for each metric. The VIF score for each metric is computed using the following formula: $$\mathrm{VIF} = \frac{1}{1 - \mathrm{R}^2}$$, where $$\mathrm{R}^2$$ is the explanatory power of the regression model from Step 1. A high VIF score of a metric indicates that a given metric can be accurately predicted by the other metrics. Thus, that given metric is considered redundant and should be removed from our model.

(Step 3) Remove metrics with a VIF score that is higher than a given threshold. We remove metrics with a VIF score that is higher than a given threshold. We use a VIF threshold of 5 to determine the magnitude of multi-collinearity, as it is suggested by Fox [Fox15]. Then, we repeat the above three steps until the VIF scores of all remaining metrics are lower than the pre-defined threshold.

# Import for VIF
from statsmodels.stats.outliers_influence import variance_inflation_factor

# Prepare a dataframe for VIF

# Simulate a multicollinearity situation of AddedLOC, A, and B
X_VIF['A'] = [2 * x_i + random.random() for x_i in X_VIF['AddedLOC']]
X_VIF['B'] = [3 * x_i + random.random() for x_i in X_VIF['AddedLOC']]

# Calculate VIF scores
vif_scores = pd.DataFrame([variance_inflation_factor(X_VIF.values, i)
for i in range(X_VIF.shape[1])],
index=X_VIF.columns)
# Prepare a final dataframe of VIF scores
vif_scores.reset_index(inplace = True)
vif_scores.columns = ['Feature', 'VIFscore']
vif_scores = vif_scores.loc[vif_scores['Feature'] != 'const', :]
vif_scores = vif_scores.sort_values(by = ['VIFscore'], ascending = False)
vif_scores

Feature VIFscore
7 B 2.421962e+06
6 A 1.078763e+06
3 nCoupledClass 1.220642e+00
5 CommentToCodeRatio 1.126280e+00
1 nCommit 1.044982e+00
4 LOC 1.019733e+00

In this example, we observe that LOC, A, and B are problematic with the VIF scores of above 5. To mitigate multicollinearity, we need to exclude one metric with the highest VIF score, i.e., LOC. We iteratively repeat the process as described above.

# Import for VIF
from statsmodels.stats.outliers_influence import variance_inflation_factor
import random

# Prepare a dataframe for VIF

# Simulate a multicollinearity situation of AddedLOC, A, and B
X_VIF['A'] = [2 * x_i + random.random() for x_i in X_VIF['AddedLOC']]
X_VIF['B'] = [3 * x_i + random.random() for x_i in X_VIF['AddedLOC']]

selected_features = X_VIF.columns

# Stepwise-VIF
print('Stepwise VIF START')
count = 1
while True:
# Calculate VIF scores
vif_scores = pd.DataFrame([variance_inflation_factor(X_VIF.values, i)
for i in range(X_VIF.shape[1])],
index=X_VIF.columns)
# Prepare a final dataframe of VIF scores
vif_scores.reset_index(inplace = True)
vif_scores.columns = ['Feature', 'VIFscore']
vif_scores = vif_scores.loc[vif_scores['Feature'] != 'const', :]
vif_scores.sort_values(by = ['VIFscore'], ascending = False, inplace = True)

# Find features that have their VIF scores of above 5.0
filtered_vif_scores = vif_scores[vif_scores['VIFscore'] >= 5.0]

# Terminate when there is no features with the VIF scores of above 5.0
if len(filtered_vif_scores) == 0:
break

# exclude the metric with the highest VIF score

print('Step', count,'- exclude', str(metric_to_exclude))
count = count + 1

selected_features = list(set(selected_features) - set([metric_to_exclude]))

X_VIF = X_VIF.loc[:, selected_features]
print('The following features are selected according to Stepwise VIF with the VIF threshold value of 5:')
print(vif_scores)

Stepwise VIF START
Step 2 - exclude B
The following features are selected according to Stepwise VIF with the VIF threshold value of 5:
Feature  VIFscore
4       nCoupledClass  1.220647
5                   A  1.122400
2  CommentToCodeRatio  1.120934
3             nCommit  1.039827
0                 LOC  1.017052


Feature selection techniques often do not mitigate collinearity and multicollinearity!¶

Feature selection is a data preprocessing technique for selecting a subset of the best software metrics prior to constructing a defect model. There is a plethora of feature selection techniques that can be applied [GE03], e.g., filter-based, wrapper-based, and embedded-based families.

Filter-based Family¶

Filter-based feature selection techniques search for the best subset of metrics according to an evaluation criterion regardless of model construction. Since constructing models is not required, the use of filter-based feature selection techniques is considered low cost and widely used.

Chi-Squared-based feature selection [McH13] assesses the importance of metrics with the $$\chi^2$$ statistic which is a non-parametric statistical test of independence.

# Import for Chi-sqaured-based feature selection technique
from sklearn.feature_selection import SelectKBest, chi2

top_k = 3
chi2_fs = SelectKBest(chi2, k=top_k).fit(X_train, y_train)
dfscores = pd.DataFrame(chi2_fs.scores_)
dfcolumns = pd.DataFrame(features)
#concat two dataframes for better visualization
featureScores = pd.concat([dfcolumns,dfscores],axis=1)
featureScores.columns = ['Feature','Score']
print('Top-k features (k ='+str(top_k)+') according to Chi-squared statistics are as follows:')
print(featureScores.nlargest(top_k,'Score'))

Top-k features (k =3) according to Chi-squared statistics are as follows:
Feature         Score
2       nCoupledClass   1599.996258
4  CommentToCodeRatio     64.268658


Wrapper-based Family¶

Wrapper-based feature selection techniques [JKP94][KJ97] use classification techniques to assess each subset of metrics and find the best subset of metrics according to an evaluation criterion. Wrapper-based feature selection is made up of three steps, which we described below.

(Step 1) Generate a subset of metrics. Since it is impossible to evaluate all possible subsets of metrics, wrapper-based feature selection often uses search techniques (e.g., best first, greedy hill climbing) to generate candidate subsets of metrics for evaluation.

(Step 2) Construct a classifier using a subset of metrics with a predetermined classification technique. Wrapper-based feature selection constructs a classification model using a candidate subset of metrics for a given classification technique (e.g., logistic regression and random forest).

(Step 3) Evaluate the classifier according to a given evaluation criterion. Once the classifier is constructed, wrapper-based feature selection evaluates the classifier using a given evaluation criterion (e.g., Akaike Information Criterion).

For each candidate subset of metrics, wrapper-based feature selection repeats Steps 2 and 3 in order to find the best subset of metrics according to the evaluation criterion. Finally, it provides the best subset of metrics that yields the highest performance according to the evaluation criterion.

Recursive Feature Elimination (RFE) [GE03] searches for the best subset of metrics by recursively eliminating the least important metric. First, RFE constructs a model using all metrics and ranks metrics according to their importance score (e.g., Breiman’s Variable Importance for random forest). In each iteration, RFE excludes the least important metric and reconstructs a model. Finally, RFE provides the subset of metrics which yields the best performance according to an evaluation criterion (e.g., AUC).

# Feature Extraction with RFE
from sklearn.feature_selection import RFE
from sklearn.ensemble import RandomForestClassifier
from itertools import compress
top_k = 3
rf_model = RandomForestClassifier(random_state=1234, n_jobs = 10)
rfe = RFE(rf_model, n_features_to_select = top_k)
rfe_fit = rfe.fit(X_train, y_train)
rfe_features = list(compress(features, rfe_fit.support_))
print('Top-k (k ='+str(top_k)+') according to the RFE teachnique are as follows:')
print(rfe_features)

Top-k (k =3) according to the RFE teachnique are as follows:


Below, we provide an interactive tutorial to show that feature selection techniques may not mitigate collinearity and multicollinearity.

In this tutorial, we stimulate a multicollinearity situation of AddedLOC, A, and B. However, all of these highly-correlated metrics with multicollinearity are selected by the Chi-squared feature selection technique. In addition, according to the Recursive Feature Elimination technique, A and B are among the top-3 metrics that are selected. These findings suggest that feature selection techniques may select highly-correlated metrics and do not mitigate collinearity and multicollinearity.

# Prepare a dataframe for simulation

# Simulate a multicollinearity situation of AddedLOC, A, and B
X_simulation_train['A'] = [2 * x_i + random.random() for x_i in X_simulation_train['AddedLOC']]
X_simulation_train['B'] = [3 * x_i + random.random() for x_i in X_simulation_train['AddedLOC']]

# apply the Chi-squared feature selection technique
top_k = 3
chi2_fs = SelectKBest(chi2, k=top_k).fit(X_simulation_train, y_train)
dfscores = pd.DataFrame(chi2_fs.scores_)
dfcolumns = pd.DataFrame(X_simulation_train.columns)
#concat two dataframes for better visualization
featureScores = pd.concat([dfcolumns,dfscores],axis=1)
featureScores.columns = ['Feature','Score']
print('Top-k features (k =' + str(top_k) +') according to Chi-squared statistics are as follows:')
print(featureScores.nlargest(top_k,'Score'))

# apply the Recursive Feature Elimination technique
rf_model = RandomForestClassifier(random_state=1234, n_jobs = 10)
rfe = RFE(rf_model, n_features_to_select = top_k)
rfe_fit = rfe.fit(X_simulation_train, y_train)
rfe_features = list(compress(X_simulation_train.columns, rfe_fit.support_))
print('Top-k (k ='+str(top_k)+') according to the RFE teachnique are as follows:')
print(rfe_features)

Top-k features (k =3) according to Chi-squared statistics are as follows:
Feature         Score
7         B  80329.360766
6         A  53507.874728
Top-k (k =3) according to the RFE teachnique are as follows:
['nCoupledClass', 'A', 'B']


To handle collinearity and multicollinearity, correlation analysis techniques (e.g., Spearman rank correlation test and Variance Inflation Factor analysis) should be used. However, these correlation analysis techniques often involve manual process. For example, in the above tutorial (Collinearity), the Spearman rank correlation test was used to measure the pair-wise correlation among metrics and presented using the heatmap plot. In the tutorial, we found that AddedLOC and A are highly-correlated with the Spearman correlation of 1 (perfect correlation). To mitigate this, we have to select one of them but the question is Which one shoud be selected to mitigate collinearity?

AutoSpearman: An automated feature selection approach that address collinearity and multicollinearity¶

Jiarpakdee et al. [JTT18a][JTT20b] [JTT18b] introduce , an automated metric selection approach based on the Spearman rank correlation test and the VIF analysis for statistical inference. The high-level concept of can be summarised into 2 parts:

(Part 1) Automatically select non-correlated metrics based on a Spearman rank correlation test. We first measure the correlation of all metrics using the Spearman rank correlation test ($$\rho$$). We use the interpretation of correlation coefficients ($$|\rho|$$) as provided by Kraemer [KML+03]—i.e., a Spearman correlation coefficient of above or equal to 0.7 is considered a strong correlation. Thus, we only consider the pairs that have an absolute Spearman correlation coefficient of above or equal to the threshold value ($$sp.t$$) of 0.7.

To automatically select non-correlated metrics based on the Spearman rank correlation test, we start from the pair that has the highest Spearman correlation coefficient. Since the two correlated metrics under examination can be linearly predicted with each other, one of these two metrics must be removed. Thus, we select the metric that has the lowest average values of the absolute Spearman correlation coefficients of the other metrics that are not included in the pair. That means the removed metric is another metric in the pair that is not selected. Since the removed metric may be correlated with the other metrics, we remove any pairs of metrics that are correlated with the removed metric. Finally, we exclude the removed metric from the set of the remaining metrics ($$M'$$). We repeat this process until all pairs of metrics have their Spearman correlation coefficient below a threshold value of 0.7.

# Prepare a dataframe for AutoSpearman demo
X_AS_train = X_train.copy()

# Simulate a multicollinearity situation of AddedLOC, A, and B
X_AS_train['A'] = [2 * x_i + random.random() for x_i in X_AS_train['AddedLOC']]
X_AS_train['B'] = [3 * x_i + random.random() for x_i in X_AS_train['AddedLOC']]

AS_metrics = X_AS_train.columns
count = 1

# (Part 1) Automatically select non-correlated metrics based on a Spearman rank correlation test.
print('(Part 1) Automatically select non-correlated metrics based on a Spearman rank correlation test')
while True:
corrmat = X_AS_train.corr(method='spearman')
top_corr_features = corrmat.index
abs_corrmat = abs(corrmat)

# identify correlated metrics with the correlation threshold of 0.7
highly_correlated_metrics = ((corrmat > .7) | (corrmat < -.7)) & (corrmat != 1)
n_correlated_metrics = np.sum(np.sum(highly_correlated_metrics))
if n_correlated_metrics > 0:
# find the strongest pair-wise correlation
find_top_corr = pd.melt(abs_corrmat, ignore_index = False)
find_top_corr.reset_index(inplace = True)
find_top_corr = find_top_corr[find_top_corr['value'] != 1]
top_corr_index = find_top_corr['value'].idxmax()
top_corr_i = find_top_corr.loc[top_corr_index, :]

# get the 2 correlated metrics with the strongest correlation
correlated_metric_1 = top_corr_i[0]
correlated_metric_2 = top_corr_i[1]
print('Step', count,'comparing between', correlated_metric_1, 'and', correlated_metric_2)

# compute their correlation with other metrics outside of the pair
correlation_with_other_metrics_1 = np.mean(abs_corrmat[correlated_metric_1][[i for i in top_corr_features if i not in [correlated_metric_1, correlated_metric_2]]])
correlation_with_other_metrics_2 = np.mean(abs_corrmat[correlated_metric_2][[i for i in top_corr_features if i not in [correlated_metric_1, correlated_metric_2]]])
print('>', correlated_metric_1, 'has the average correlation of', np.round(correlation_with_other_metrics_1, 3), 'with other metrics')
print('>', correlated_metric_2, 'has the average correlation of', np.round(correlation_with_other_metrics_2,3) , 'with other metrics')
# select the metric that shares the least correlation outside of the pair and exclude the other
if correlation_with_other_metrics_1 < correlation_with_other_metrics_2:
exclude_metric = correlated_metric_2
else:
exclude_metric = correlated_metric_1
print('>', 'Exclude',exclude_metric)
count = count+1
AS_metrics = list(set(AS_metrics) - set([exclude_metric]))
X_AS_train = X_AS_train[AS_metrics]
else:
break

print('According to Part 1 of AutoSpearman,', AS_metrics,'are selected.')
generate_heatmap(X_AS_train)

(Part 1) Automatically select non-correlated metrics based on a Spearman rank correlation test
Step 1 comparing between A and AddedLOC
> A has the average correlation of 0.382 with other metrics
> AddedLOC has the average correlation of 0.387 with other metrics
Step 2 comparing between A and B
> A has the average correlation of 0.231 with other metrics
> B has the average correlation of 0.235 with other metrics
> Exclude B
According to Part 1 of AutoSpearman, ['nCommit', 'CommentToCodeRatio', 'LOC', 'nCoupledClass', 'A'] are selected.


(Part 2) Automatically select non-correlated metrics based on a Variance Inflation Factor analysis. We first measure the magnitude of multicollinearity of the remaining metrics ($$M'$$) from Part 1 using the Variance Inflation Factor analysis. We use a VIF threshold value ($$vif.t$$) of 5 to identify the presence of multicollinearity, as suggested by Fox [Fox15].

To automatically remove correlated metrics from the Variance Inflation Factor analysis, we identify the removed metric as the metric that has the highest VIF score. We then exclude the removed metric from the set of the remaining metrics ($$M'$$). We apply the VIF analysis on the remaining metrics until none of the remaining metrics have their VIF scores above or equal to the threshold value. Finally,  produces a subset of non-correlated metrics based on the Spearman rank correlation test and the VIF analysis ($$M'$$).

Similar to filter-based feature selection techniques, Part 1 of  measures the correlation of all metrics using the Spearman rank correlation test regardless of model construction. Similar to wrapper-based feature selection techniques, Part 2 of  constructs regression models to measure the magnitude of multicollinearity of metrics. Thus, we consider  as a hybrid feature selection technique (both filter-based and wrapper-based).

# Prepare a dataframe for VIF

selected_features = X_AS_train.columns
count = 1
# (Part 2) Automatically select non-correlated metrics based on a Variance Inflation Factor analysis.
print('(Part 2) Automatically select non-correlated metrics based on a Variance Inflation Factor analysis')
while True:
# Calculate VIF scores
vif_scores = pd.DataFrame([variance_inflation_factor(X_AS_train.values, i)
for i in range(X_AS_train.shape[1])],
index=X_AS_train.columns)
# Prepare a final dataframe of VIF scores
vif_scores.reset_index(inplace = True)
vif_scores.columns = ['Feature', 'VIFscore']
vif_scores = vif_scores.loc[vif_scores['Feature'] != 'const', :]
vif_scores.sort_values(by = ['VIFscore'], ascending = False, inplace = True)

# Find features that have their VIF scores of above 5.0
filtered_vif_scores = vif_scores[vif_scores['VIFscore'] >= 5.0]

# Terminate when there is no features with the VIF scores of above 5.0
if len(filtered_vif_scores) == 0:
break

# exclude the metric with the highest VIF score

print('Step', count,'- exclude', str(metric_to_exclude))
count = count + 1

selected_features = list(set(selected_features) - set([metric_to_exclude]))

X_AS_train = X_AS_train.loc[:, selected_features]

print('Finally, according to Part 2 of AutoSpearman,', AS_metrics,'are selected.')

(Part 2) Automatically select non-correlated metrics based on a Variance Inflation Factor analysis
Finally, according to Part 2 of AutoSpearman, ['nCommit', 'CommentToCodeRatio', 'LOC', 'nCoupledClass', 'A'] are selected.


To foster future replication, we provide a python implementation of AutoSpearman as a function below.

# Import for AutoSpearman
import pandas as pd
from statsmodels.stats.outliers_influence import variance_inflation_factor
import numpy as np

'''
For more detail and citation, please refer to:
[1] Jirayus Jiarpakdee, Chakkrit Tantithamthavorn, Christoph Treude:
The Impact of Automated Feature Selection Techniques on the Interpretation of Defect Models. Empir. Softw. Eng. 25(5): 3590-3638 (2020)

[2] Jirayus Jiarpakdee, Chakkrit Tantithamthavorn, Christoph Treude:
AutoSpearman: Automatically Mitigating Correlated Software Metrics for Interpreting Defect Models. ICSME 2018: 92-103
'''
def AutoSpearman(X_train, correlation_threshold = 0.7, correlation_method = 'spearman', VIF_threshold = 5):

X_AS_train = X_train.copy()
AS_metrics = X_AS_train.columns
count = 1

# (Part 1) Automatically select non-correlated metrics based on a Spearman rank correlation test.
print('(Part 1) Automatically select non-correlated metrics based on a Spearman rank correlation test')
while True:
corrmat = X_AS_train.corr(method=correlation_method)
top_corr_features = corrmat.index
abs_corrmat = abs(corrmat)

# identify correlated metrics with the correlation threshold of the threshold
highly_correlated_metrics = ((corrmat > correlation_threshold) | (corrmat < -correlation_threshold)) & (corrmat != 1)
n_correlated_metrics = np.sum(np.sum(highly_correlated_metrics))
if n_correlated_metrics > 0:
# find the strongest pair-wise correlation
find_top_corr = pd.melt(abs_corrmat, ignore_index = False)
find_top_corr.reset_index(inplace = True)
find_top_corr = find_top_corr[find_top_corr['value'] != 1]
top_corr_index = find_top_corr['value'].idxmax()
top_corr_i = find_top_corr.loc[top_corr_index, :]

# get the 2 correlated metrics with the strongest correlation
correlated_metric_1 = top_corr_i[0]
correlated_metric_2 = top_corr_i[1]
print('> Step', count,'comparing between', correlated_metric_1, 'and', correlated_metric_2)

# compute their correlation with other metrics outside of the pair
correlation_with_other_metrics_1 = np.mean(abs_corrmat[correlated_metric_1][[i for i in top_corr_features if i not in [correlated_metric_1, correlated_metric_2]]])
correlation_with_other_metrics_2 = np.mean(abs_corrmat[correlated_metric_2][[i for i in top_corr_features if i not in [correlated_metric_1, correlated_metric_2]]])
print('>>', correlated_metric_1, 'has the average correlation of', np.round(correlation_with_other_metrics_1, 3), 'with other metrics')
print('>>', correlated_metric_2, 'has the average correlation of', np.round(correlation_with_other_metrics_2,3) , 'with other metrics')
# select the metric that shares the least correlation outside of the pair and exclude the other
if correlation_with_other_metrics_1 < correlation_with_other_metrics_2:
exclude_metric = correlated_metric_2
else:
exclude_metric = correlated_metric_1
print('>>', 'Exclude',exclude_metric)
count = count+1
AS_metrics = list(set(AS_metrics) - set([exclude_metric]))
X_AS_train = X_AS_train[AS_metrics]
else:
break

print('According to Part 1 of AutoSpearman,', AS_metrics,'are selected.')

# (Part 2) Automatically select non-correlated metrics based on a Variance Inflation Factor analysis.
print('(Part 2) Automatically select non-correlated metrics based on a Variance Inflation Factor analysis')

# Prepare a dataframe for VIF

selected_features = X_AS_train.columns
count = 1
while True:
# Calculate VIF scores
vif_scores = pd.DataFrame([variance_inflation_factor(X_AS_train.values, i)
for i in range(X_AS_train.shape[1])],
index=X_AS_train.columns)
# Prepare a final dataframe of VIF scores
vif_scores.reset_index(inplace = True)
vif_scores.columns = ['Feature', 'VIFscore']
vif_scores = vif_scores.loc[vif_scores['Feature'] != 'const', :]
vif_scores.sort_values(by = ['VIFscore'], ascending = False, inplace = True)

# Find features that have their VIF scores of above the threshold
filtered_vif_scores = vif_scores[vif_scores['VIFscore'] >= VIF_threshold]

# Terminate when there is no features with the VIF scores of above the threshold
if len(filtered_vif_scores) == 0:
break

# exclude the metric with the highest VIF score

print('> Step', count,'- exclude', str(metric_to_exclude))
count = count + 1

selected_features = list(set(selected_features) - set([metric_to_exclude]))

X_AS_train = X_AS_train.loc[:, selected_features]

print('Finally, according to Part 2 of AutoSpearman,', AS_metrics,'are selected.')
return(AS_metrics)


Always handle class imbalance¶

Class Rebalancing Techniques for Software Analytics¶

A plethora of class rebalancing techniques exist [HG09], e.g., (1) sampling methods for imbalanced learning, (2) cost-sensitive methods for imbalanced learning, (3) kernel-based methods for imbalanced learning, and (4) active learning for imbalanced learning. Since it is impractical to study all of these techniques, we select a manageable set of class rebalancing techniques for our study. As discussed by He [HG09], we start from the four families of imbalance learning techniques. Based on a literature surveys by Hall et al. [HBB+12], Shihab [Shi12], and Nam [Nam14], we then select only the family of sampling techniques for the context of defect prediction.

We first select the three commonly-used techniques (i.e., over-sampling, under-sampling, and Default SMOTE [CBHK02]) that were previously used in the literature [KGS10][PD07][TTDM15][WY13][XLS+15][YLH+16][YLX+17]

Fig. 6 An illustrative overview of the 3 selected class rebalancing techniques.

Below, we provide a description and a discussion of the 3 selected class rebalancing techniques for our book with interactive python tutorials.

# Find a class ratio of the original training dataset
get_class_ratio(y_train)


Over-Sampling Technique (OVER)¶

The over-sampling technique (a.k.a. up-sampling) randomly samples with replacement (i.e., replicating) the minority class (e.g., defective class) to be the same size as the majority class (e.g., clean class). The advantage of an over-sampling technique is that it leads to no information loss. Since oversampling simply adds replicated modules from the original dataset, the disadvantage is that the training dataset ends up with multiple redundant modules, leading to an overfitting. Thus, when applying the over-sampling technique, the performance of with-in defect prediction models is likely higher than the performance of cross-project defect prediction models.

# Import for the Over-Sampling technique (OVER)
from imblearn.over_sampling import RandomOverSampler

# Apply the Over-Sampling technique
oversample = RandomOverSampler(sampling_strategy='minority')
X_OVER_train, y_OVER_train = oversample.fit_resample(X_train, y_train)

# Find a class ratio of the over-sampled training dataset
get_class_ratio(y_OVER_train)


Under-Sampling Technique (UNDER)¶

The under-sampling technique (a.k.a. down-sampling) randomly samples (i.e., reducing) the majority class (e.g., clean class) in order to reduce the number of majority modules to be the same number as the minority class (e.g., defective class). The advantage of an under-sampling technique is that it reduces the size of the training data when the original data is relatively large. However, the disadvantage is that removing modules may cause the training data to lose important information pertaining to the majority class.

# Import for the Under-Sampling technique (UNDER)
from imblearn.under_sampling import RandomUnderSampler

# Apply the Under-Sampling technique
undersample = RandomUnderSampler(sampling_strategy='majority')
X_UNDER_train, y_UNDER_train = undersample.fit_resample(X_train, y_train)

# Find a class ratio of the under-sampled training dataset
get_class_ratio(y_UNDER_train)


Synthetic Minority Oversampling Technique (SMOTE)¶

The SMOTE technique [CBHK02] was proposed to combat the disavantages of the simple over-sampling and under-sampling techniques. The SMOTE technique creates artificial data based on the feature space (rather than the data space) similarities from the minority modules. The SMOTE technique starts with a set of minority modules (i.e., defective modules). For each of the minority defective modules of the training datasets, SMOTE performs the following steps:

1. Calculate the $$k$$-nearest neighbors.

2. Select $$N$$ majority clean modules based on the smallest magnitude of the euclidean distances that are obtained from the $$k$$-nearest neighbors.

Finally, SMOTE combines the synthetic oversampling of the minority defective modules with the undersampling the majority clean modules.

# Import for the Synthetic Minority Oversampling Technique (SMOTE)
from imblearn.over_sampling import SMOTE

# Apply the SMOTE technique
oversample_SMOTE = SMOTE(sampling_strategy='minority')
X_SMOTE_train, y_SMOTE_train = oversample_SMOTE.fit_resample(X_train, y_train)

# Find a class ratio of the SMOTE-ed training dataset
get_class_ratio(y_SMOTE_train)


Note

Parts of this chapter have been published by the following publications:\ [1] Chakkrit Tantithamthavorn, Ahmed E. Hassan, Kenichi Matsumoto: The Impact of Class Rebalancing Techniques on the Performance and Interpretation of Defect Prediction Models. IEEE Trans. Software Eng. 46(11): 1200-1219 (2020).
[2] Jirayus Jiarpakdee, Chakkrit Tantithamthavorn, Ahmed E. Hassan: The Impact of Correlated Metrics on the Interpretation of Defect Models. IEEE Trans. Software Eng. 47(2): 320-331 (2021) https://doi.org/10.1109/TSE.2019.2891758.”