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https://issues.apache.org/jira/browse/MADLIB-998?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15323325#comment-15323325
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Rahul Iyer edited comment on MADLIB-998 at 6/9/16 8:53 PM:
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Work merged with commit
[7ef6eda|https://github.com/apache/incubator-madlib/commit/7ef6eda]
was (Author: riyer):
Work merged with commit
[7ef6eda|https://github.com/apache/incubator-madlib/commit/7ef6eda
]
> Class weights for SVM
> ---------------------
>
> Key: MADLIB-998
> URL: https://issues.apache.org/jira/browse/MADLIB-998
> Project: Apache MADlib
> Issue Type: New Feature
> Components: Module: Support Vector Machines
> Reporter: Rahul Iyer
>
> Add a class weight parameter to add weights to specific dependent variable
> values. This is useful for data with unbalanced classes i.e. situations where
> 1 class has (far) fewer data points compared to other class(es).
> The general format will be similar to that in scikit-learn, described below:
> class_weight: Sets the weight for the positive and negative classes. If not
> given, all classes are set to have weight one.
> If class_weight = balanced, values of y are automatically adjusted as
> inversely proportional to class frequencies in the input data i.e. the
> weights are set as n_samples / (n_classes * bincount ( y )).
> Alternatively, class_weight can be a mapping, giving the weight for each
> class.
> Eg. For dependent variable values 'a' and 'b', the class_weight can be
> {a: 2, b: 3}. This would lead to each 'a' tuple's y value multiplied by 2 and
> each 'b' y value will be multiplied by 3.
> For regression, the class weights are always one.
> 'class_weight' will be part of the optional 'params' argument.
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