Challenges in the calibration of tree-based models for imbalanced classification

arXiv:2412.16209v5 Announce Type: replace Abstract: When using machine learning for imbalanced binary classification problems, it is common to subsample the majority class to create a (more) balanced training dataset. This biases the model's predictions because the model learns from data that is not fully representative of the underlying population of interest. One way of accounting for this bias is analytically mapping the resulting predictions to new values based on the sampling rate for the majority class. We show that calibrating a random forest this way has negative consequences, includin

Source: arXiv cs.LG — read the full report at the original publisher.

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