If the class imbalance is pretty severe and you have a binary classification problem you might consider using a ranking svm (see [1]).
AFAIK Fabian has some scikit-learn code for that as well. [1] http://www.eecs.tufts.edu/~dsculley/papers/adversarial-ads.pdf 2012/9/12 Christian Jauvin <[email protected]>: >> May I ask why you think you need this? > > It was my naive assumption of how to tackle class imbalance with an > SGD classifier, but as Olivier already suggested, using class_weight > makes more sense for this. Is there another mechanism or strategy that > I should be aware of you think? > > ------------------------------------------------------------------------------ > Live Security Virtual Conference > Exclusive live event will cover all the ways today's security and > threat landscape has changed and how IT managers can respond. Discussions > will include endpoint security, mobile security and the latest in malware > threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/ > _______________________________________________ > Scikit-learn-general mailing list > [email protected] > https://lists.sourceforge.net/lists/listinfo/scikit-learn-general -- Peter Prettenhofer ------------------------------------------------------------------------------ Live Security Virtual Conference Exclusive live event will cover all the ways today's security and threat landscape has changed and how IT managers can respond. Discussions will include endpoint security, mobile security and the latest in malware threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/ _______________________________________________ Scikit-learn-general mailing list [email protected] https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
