Sunday, 9 May 2021

How to use downsampling and configure class weight parameter when using XGboost for imbalanced classification?

I am working on binary classification problem on a dataset with extreme class imbalance. To help the model learn the signals of the minority class, I downsampled the majority class such that the training set has 20% of minority class and 80% majority class.

Now there is one other parameter "scale_pos_weight" . I am not sure how to set this parameter after downsampling.

Should i set this based on the actual class ratios or should i use the class ratios after downsampling?



from How to use downsampling and configure class weight parameter when using XGboost for imbalanced classification?

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