mlr (version 2.3)

makeWeightedClassesWrapper: Wraps a classifier for weighted fitting where each class receives a weight.

Description

Creates a wrapper, which can be used like any other learner object.

Fitting is performed in a weighted fashion where each observation receives a weight, depending on the class it belongs to, see wcw.weight. This might help to mitigate problems caused by imbalanced class distributions.

This weighted fitting can be achieved in two ways:

a) The learner already has a parameter for class weighting, so one weight can directly be defined per class. Example: classif.ksvm and parameter class.weights. In this case we don't really do anything fancy. We convert wcw.weight a bit, but basically simply bind its value to the class weighting param. The wrapper in this case simply offers a convenient, consistent fashion for class weighting - and tuning! See example below.

b) The learner does not have a direct parameter to support class weighting, but supports observation weights, so hasProperties(learner, 'weights') is TRUE. This means that an individual, arbitrary weight can be set per observation during training. We set this weight depending on the class internally in the wrapper. Basically we introduce something like a new class.weights parameter for the learner via observation weights.

Usage

makeWeightedClassesWrapper(learner, wcw.param = NULL, wcw.weight = 1)

Value

[Learner].

See Also

Other wrapper: CostSensClassifModel, CostSensClassifWrapper, makeCostSensClassifWrapper; CostSensRegrModel, CostSensRegrWrapper, makeCostSensRegrWrapper; makeBaggingWrapper; makeDownsampleWrapper; makeFeatSelWrapper; makeFilterWrapper; makeImputeWrapper; makeMulticlassWrapper; makeOverBaggingWrapper; makeOversampleWrapper, makeUndersampleWrapper; makePreprocWrapperCaret; makePreprocWrapper; makeSMOTEWrapper; makeTuneWrapper

Examples

# using the direct parameter of the SVM
lrn = makeWeightedClassesWrapper("classif.ksvm", wcw.param = "class.weights", wcw.weight = 0.01)
res = holdout(lrn, sonar.task)
print(getConfMatrix(res$pred))

# using the observation weights of logreg
lrn = makeWeightedClassesWrapper("classif.logreg", wcw.weight = 0.01)
res = holdout(lrn, sonar.task)
print(getConfMatrix(res$pred))

# tuning the imbalancy param and the SVM param in one go
lrn = makeWeightedClassesWrapper("classif.ksvm", wcw.param = "class.weights")
ps = makeParamSet(
  makeNumericParam("wcw.weight", lower = 1, upper = 10),
  makeNumericParam("C", lower = -12, upper = 12, trafo = function(x) 2^x),
  makeNumericParam("sigma", lower = -12, upper = 12, trafo = function(x) 2^x)
)
ctrl = makeTuneControlRandom(maxit = 3L)
rdesc = makeResampleDesc("CV", iters = 2L, stratify = TRUE)
res = tuneParams(lrn, sonar.task, rdesc, par.set = ps, control = ctrl)
print(res)
print(res$opt.path)