Hi,
I was surprised to read that class weights are implemented via sampling
for LogisticRegression, is this really the case?
from the LR doc
---
class_weight : {dict, 'auto'}, optional
Over-/undersamples the samples of each class according to the given
weights. If not given, all classes are supposed to have weight one.
The 'auto' mode selects weights inversely proportional to class
frequencies in the training set.
---
It looks to me as if liblinear supports sample weights to deal with class
unbalance.
BTW is there a reason why sample weights not supported for LR?
Best,
Immanuel
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