[R] MetaCost (and Random Forest)

Annelen Brunner
Sun, 29 Jul 2012 10:01:05 -0000

Hello!

Is there an implementation of the MetaCost algorithm in R?
I found a project here:
https://r-forge.r-project.org/scm/viewvc.php/src/mlrCost/metacost.r?root=mlr&view=log
But I'm not sure about its status - it seems unfinished to me.

My goal is to use MetaCost for cost-sensitive learning of an unbalanced data set
with RandomForest. I did this in Weka with good results and now want to
implement the same procedure in R.
If MetaCost is not available, I would also welcome suggestions how to do
cost-sensitive learning with RandomForest. I am aware that you can play around
with the sample size (sampsize) parameter, but this is quite a different
strategy and produces quite different (and worse) results on my data.

Best regards,

Annelen
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