Thanks Gilles. This definitely helps. I am glad I asked. :-) -Manish
On Feb 7, 2013, at 11:33 PM, Gilles Louppe <g.lou...@gmail.com> wrote: > Hello, > > You might achieve what you want by using sample weights when fitting > your forest (See the 'sample_weight' parameter). There is also a > 'balance_weights' method from the preprocessing module that basically > generates sample weights for you, such that classes become balanced. > > https://github.com/glouppe/scikit-learn/blob/master/sklearn/preprocessing.py#L1221 > > (This should appear in the reference, I'll fix that) > > Hope this helps, > > Gilles > > On 8 February 2013 00:44, Manish Amde <manish...@gmail.com> wrote: >> Fellow sklearners, >> >> I am working on a classification problem with an unbalanced data set and >> have been successful using SVM classifiers with the class_weight option. >> >> I have also tried Random Forests and am getting a decent ROC performance but >> I am hoping to get a performance improvement by using Weighted or Balanced >> Random Forests as suggested in this paper. >> http://www.stat.berkeley.edu/tech-reports/666.pdf >> >> I don't see any implementation of these options but I might be mistaken so I >> wanted to ask the community. Also, I am willing to write code and contribute >> back if this will be useful to other folks. >> >> I have also thought about balancing the data using up/down sampling the >> minority/majority class (with or without replacement) and even SMOTE but >> couldn't find those implementation in the scikit-learn library yet. The >> modified Random Forests seem to outperform these methods according to the >> paper, hence I am interested in trying those first. >> >> -Manish >> >> ------------------------------------------------------------------------------ >> Free Next-Gen Firewall Hardware Offer >> Buy your Sophos next-gen firewall before the end March 2013 >> and get the hardware for free! Learn more. >> http://p.sf.net/sfu/sophos-d2d-feb >> _______________________________________________ >> Scikit-learn-general mailing list >> Scikit-learn-general@lists.sourceforge.net >> https://lists.sourceforge.net/lists/listinfo/scikit-learn-general >> > > ------------------------------------------------------------------------------ > Free Next-Gen Firewall Hardware Offer > Buy your Sophos next-gen firewall before the end March 2013 > and get the hardware for free! Learn more. > http://p.sf.net/sfu/sophos-d2d-feb > _______________________________________________ > Scikit-learn-general mailing list > Scikit-learn-general@lists.sourceforge.net > https://lists.sourceforge.net/lists/listinfo/scikit-learn-general ------------------------------------------------------------------------------ Free Next-Gen Firewall Hardware Offer Buy your Sophos next-gen firewall before the end March 2013 and get the hardware for free! Learn more. http://p.sf.net/sfu/sophos-d2d-feb _______________________________________________ Scikit-learn-general mailing list Scikit-learn-general@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
