[GitHub] incubator-madlib pull request: SVM: Add class weights for use with...

[iyerr3]

Github user iyerr3 commented on the pull request:

    https://github.com/apache/incubator-madlib/pull/43#issuecomment-221046547
  
    Testing with scikit learn revealed odd behavior. See figures below.
    1) With equal class size the results are similar between scikit and madlib.
    2) With unequal class sizes and class_weight = balanced the results are 
also close enough (dashed line). But the hyperplane without class weights are 
quite different with MADlib being obviously wrong.
    
    
![with_weights](https://cloud.githubusercontent.com/assets/2237447/15479453/18d1bfbe-20d5-11e6-9b74-05dfea88a157.png)
    
![no_weights](https://cloud.githubusercontent.com/assets/2237447/15479452/18cd7c24-20d5-11e6-95a2-00bc7d5d8ab5.png)


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