Last time I checked, liblinear didn't support sample weights, just class
weights (one for positive samples and another for negative samples).
Mathieu
On Tue, Apr 21, 2015 at 5:56 AM, iBayer <mane.d...@googlemail.com> wrote:
> 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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