@Mathieu
http://www.csie.ntu.edu.tw/~cjlin/libsvmtools/#weights_for_data_instances
So, if class weights are available why sub/oversample?
2015-04-21 3:34 GMT+02:00 Mathieu Blondel <math...@mblondel.org>:
> 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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