search for: overwight

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2009 Jun 17
1
gbm for cost-sensitive binary classification?
...irty one) is much worse than getting a FN (miss a dirty sample). I would like to tune the gbm model biased to very low FP rate. For this purpose, I tried both weighting and sampling strategy, but both of them do not work as I expect yet. I notice that there is a weight vector and hence I tried to overwight on clean side (10 for each clean sample and 1 for each dirty sample), but I don't see big difference from gbm modeling without weighting. I also try to feed an imbalanced data into gbm (in the dataset, clean samples are 10 times more than dirty samples), it still not work. The metric I used i...