Threshold Based Optimization of Performance Metrics with Severely Imbalanced Big Security Data

Abstract

Proper evaluation of classifier predictive models requires the selection of appropriate metrics to gauge the effectiveness of a model's performance. The Area Under the Receiver Operating Characteristic Curve (AUC) has become the de facto standard metric for evaluating this classifier performance. However, recent studies have suggested that AUC is not necessarily the best metric for all types of datasets, especially those in which there exists a high or severe level of class imbalance. There is a need to assess which specific metrics are most beneficial to evaluate the performance of highly imbalanced big data. In this work, we evaluate the performance of eight machine learning techniques on a severely imbalanced big dataset pertaining to the cyber security domain. We analyze the behavior of six different metrics to determine which provides the best representation of a model's predictive performance. We also evaluate the impact that adjusting the classification threshold has on our metrics. Our results find that the C4.5N decision tree is the optimal learner when evaluating all presented metrics for severely imbalanced Slow HTTP DoS attack data. Based on our results, we propose that the use of AUC alone as a primary metric for evaluating highly imbalanced big data may be ineffective, and the evaluation of metrics such as F-measure and Geometric mean can offer substantial insight into the true performance of a given model.