How are you measuring your errors? If you are using the zero-one loss
(accuracy score), you are taking in account only the binary decisions,
and not a possible decision function. I have found that in the situation
of unbalanced classes, it could be useful to threshold the decision
function at a different value than 0, to maximize the left-out accuracy
score.

Of course, that's an extra hyper-parameter, and I don't have a great way
to set it.

G

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