Disentangled Deep Smoothed Bootstrap for Fair Imbalanced Regression

Abstract

Imbalanced distribution learning is a common and significant challenge in predictive modeling, often reducing the performance of standard algorithms. Although various approaches address this issue, most are tailored to classification problems, with a limited focus on regression. This paper introduces a novel method to improve learning on tabular data within the Imbalanced Regression (IR) framework, which is a critical problem. We propose using Variational Autoencoders (VAEs) to model and define a latent representation of data distributions. However, VAEs can be inefficient with imbalanced data like other standard approaches. To address this, we develop an innovative data generation method that combines a disentangled VAE with a Smoothed Bootstrap applied in the latent space. We evaluate the efficiency of this method through numerical comparisons with competitors on benchmark datasets for IR.