stat.MLOct 29, 2026

Zero-Complement Extrapolation: Parameter Recovery and Classification in Severely Imbalanced Logistic Regression under Rank-Deficient Regimes

Authors: Chongsun Park

Organizations: Statistics, Sungkyunkwan University, Sungkyunkwan-Ro, Seoul, 03063, Republic of Korea.

Abstract

Parameter estimation and classification in binary logistic regression deteriorate severely when the number of minority class observations (n1n_1) is smaller than the feature dimension (pp). Under such rank-deficient rarity (n1<pn_1 < p), maximum likelihood estimators suffer from quasi-complete separation, penalized likelihood methods exhibit severe intercept bias, and convex minority oversampling techniques such as SMOTE collapse into an (n1−1)(n_1 - 1)-dimensional affine subspace. In this paper, we propose a novel Self-Calibrated Zero-Complement estimator that shifts the paradigm from minority interpolation to majority fringe extrapolation. Grounded in Stein's Lemma, we prove that the conditional expectation shift of the abundant majority class (Y=0Y=0) induced by logistic truncation uniquely identifies the true hyperplane normal β\boldsymbolβ after Mahalanobis whitening. We further establish that extrapolating synthetic minority instances outward from the high-quantile density fringe of the majority distribution along the conjugate direction preserves full-rank covariance regularity (rank=p\mathrm{rank} = p). To accommodate both semi-supervised environments (with an unlabeled background mean) and strictly supervised subsamples, we introduce a hybrid estimator incorporating the intrinsic third-moment skewness of the majority class alongside a location-shift-invariant zero-boundary intercept calibration. Extensive Monte Carlo simulations and real-world benchmark applications (Wisconsin Diagnostic Breast Cancer and Banknote Authentication) under extreme rarity (n1∈{3,5}n_1 \in \{3, 5\}) demonstrate that our approach prevents parameter divergence, recovers the oracle hyperplane with high fidelity, and substantially outperforms Firth's regression and SMOTE in F1-score and estimation stability.

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