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In the case of extremely unbalanced data, the results of the traditional classification algorithm are very unbalanced, and most samples are often divided into the categories of majority samples, so the accuracy of judgment of the minority classes will be reduced. In this paper, we propose a classification algorithm for unbalanced data based on RSM and binomial undersampling. We use RSM’s random part features rather than all each classifier to make each training classifier reduce the dimensions, and dimension reduction makes relatively minority class samples indirectly lift. Using the above characteristics of the RSM to reduce dimension can solve the problem that unbalanced data classification in the minority class samples is too little, and it can also find the important attribute of variables to make the model have the ability of explanation. Experiments show that our algorithm has high classification accuracy and model interpretation ability when classifying unbalanced data.