Recently, hybrid prosthetic knees, which can combine the advantages of passive and active prosthetic knees, have been proposed for individuals with a transfemoral amputation. Users could potentially take advantage of the passive knee mechanics during walking and the active power generation during stair ascent. One challenge in controlling the hybrid knees is accurate gait mode prediction for seamless transitions between passive and active modes. However, data imbalance between passive and active modes may impact the performance of a classifier. In this study, we used a dataset collected from nine individuals with a unilateral transfemoral amputation as they ambulated over level ground, inclines, and stairs. We evaluated several machine learning-based classifiers on the prediction of passive (level-ground walking, incline walking, descending stairs, and donning and doffing the prosthesis) and active mode (ascending stairs). In addition, we developed a generative adversarial network (GAN) to create synthetic data for improving classification performance. The results indicated that linear discriminant analysis and random forest might be the best classifiers regarding sensitivity to the active mode and overall accuracy, respectively. Further, we demonstrated that using the GAN-based synthetic data for training improves the sensitivity of classifiers.