How do I do weighted classification?

Question

Tom Gerard 2016-4-21

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/280140-how-do-i-do-weighted-classification

回答： MHN 2016-4-26

Hello

I'm using classifiers in Matlab (e.g. [fitcsvm](<http://ch.mathworks.com/help/stats/fitcsvm.html>) or [fitcknn](<http://ch.mathworks.com/help/stats/classificationknn-class.html))>. Because I have highly unbalanced classes (10% negative class and 90% positive class), I would like to use weighting. Usually I calculate the weight for class i as follows:

weight_i = numSamples / (numClasses * numSamplesClass_i)

That means the total number of observations divided by the product of the number of classes and the number of samples for class i.

Matlab offers the 'Weights' flag to set weights for each observation. But in the description the following is written:

The software normalizes Weights to sum up to the value of the prior probability in the respective class.

I'm completely unsure how I should now use the weights. Can I just set the weight calculated from the above formula for each data point according to its class belonging?

0 个评论
显示 -2更早的评论隐藏 -2更早的评论

请先登录，再进行评论。

请先登录，再回答此问题。

Answer 1

MHN 2016-4-21

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/280140-how-do-i-do-weighted-classification#answer_218794

在 MATLAB Online 中打开

You can easily change 'prior' to 'uniform'. 'uniform' sets all class probabilities equal. The default value is 'empirical' which determines class probabilities from class frequencies in Y. For example if you are using decision tree as a classifier then:

tree = fitctree(X,Y, 'prior', 'uniform')

3 个评论
显示 1更早的评论隐藏 1更早的评论

MHN 2016-4-21

编辑：MHN 2016-4-21

You can also use weight. "The software normalizes Weights to sum up to the value of the prior probability in the respective class" means that your weight must be a distribution. For example if you define all the weights equal to 1 and change the 'prior' to 'empirical', then Matlab normalizes your weights to 1/M (M:number of samples) to make it a distribution which sums up to 1.

Tom Gerard 2016-4-21

编辑：Tom Gerard 2016-4-21

Thank you very much for your answer. Which of the three possibilities (prior, cost, weight) is best or is there no difference?

So, technically I can use my above formula weight_i = numSamples / (numClasses * numSamplesClass_i) for setting a cost matrix but not for settings weights for each data point. Correct?

请先登录，再进行评论。

Answer 2

MHN 2016-4-26

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/280140-how-do-i-do-weighted-classification#answer_219533

It depends on your evaluation criteria and does not have a straight forward answer. I suggest you to try them and see which gives you the best answer according to your evaluation criteria.