Use Up-Sampling and Weights to Address Imbalance Data Problemby@ryan-yu
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Use Up-Sampling and Weights to Address Imbalance Data Problem

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Imbalance data means the classes we want to predict are disproportional. Classes that make up a large proportion of the data are called majority classes. Those that make a smaller portion are minority classes. The true positive rate drops from 97% to 33% for class 1. Using balanced class weight improves recall from 33% to 96%, but incurs many false positive and precision decreases from 100% to 36%. Another approach is to apply up-sampling. This means we randomly sample with replacement from minority class to increase proportion of minority class.

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