The problem of highly imbalanced datasets with only sparse data of the minority class in the context of twoclass
classification is investigated. A novel synthetic data oversampling technique is proposed which utilizes
estimations of the probability density distribution in the feature space. First, a Gaussian mixture model (GMM)
from the data of the well-sampled majority class is generated and with its help a new GMM is approximated by
Bayesian adaptation using the sparse minority class data. Random synthetic data is generated from the adapted
GMM and an additional assignment rule assigns this data to either the minority class or else discards it. The
obtained synthetic data is employed in combination with the available original data to train a support vector
machine classifier. The examined application in this paper is optical on-line process monitoring of laser brazing
with only rare sporadic occurring defects. Experiments with different amounts of minority class data samples