I'm dealing with a supervised binary classification issue. I'd like to use the GBM package to classify individuals as uninfected/infected. I have 15 times more uninfected than infected individuals.
I was wondering if GBM models suffer in the case of imbalanced class sizes? I didn't find any references answering this question.
I tried to adjust the weights by assigning a weight of 1 to the uninfected individuals and a weight of 15 to the infected, but I obtained poor results.
