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I'm using the R package caret to generate classifiers using a variety of different models on an imbalanced dataset. To overcome the class imbalance problem, I am using the "weights" parameter in the "train" function. This seems to work for some models, but not for others. If I set the weights equal, the rpart classifier, for example, predicts 20% class 1 and 80% class 2, which is very close to my observed class proportions. Setting the weights to 10 and 1, the classifier now predicts class 1 in over 90% of examples, and only 10% class 2.

However, when using the svmLinear, svmRadial, or rf algorithms, the weights parameter has no effect. No matter what class weights I input, the classifiers invariably label 20% as class 1 and 80% as class 2. Looking into the code a little more, it doesn't appear that the "weights" parameter from the "train" function ever gets passed through to the call to the ksvm package, which is what caret uses for SVM training.

This link has an example using the svmLinear method in caret, and changing the weight vector does absolutely nothing.

Has anyone else experienced this problem? Is there any way to determine which models actually accept class weights as an input?

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closed as off-topic by gung Oct 30 '17 at 0:08

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  • "This question appears to be off-topic because EITHER it is not about statistics, machine learning, data analysis, data mining, or data visualization, OR it focuses on programming, debugging, or performing routine operations within a statistical computing platform. If the latter, you could try the support links we maintain." – gung
If this question can be reworded to fit the rules in the help center, please edit the question.

  • $\begingroup$ If its just svm that gives you headaches you could also try the package e1071. The weighting works as in the docs: Edit: Damn, cant format correctly in comments. See the last example in ?svm. $\endgroup$ – Fabian Werner Aug 4 '15 at 12:32
  • $\begingroup$ Now caret supports svm weights by kernlab github.com/topepo/caret/commit/… $\endgroup$ – heroxbd May 19 '16 at 6:30
  • $\begingroup$ For caret, to find out which models accept class weights, can go to github.com/topepo/caret/, search keywords: if(!is.null(wts)) theDots$weights <- wts. At this moment, 32 pieces of modelInfo return, which means there are 32 built-in caret models available to pass class weights. $\endgroup$ – CcMango Oct 29 '17 at 22:32
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I haven't gotten around to implementing it for all the models that can accept weights. Right now, it should work for rpart variants, glmnet, gamSpline, glmboost, gamboost, evtree, ctree, ctree2, chaid, cforest, blackboost, treebag, glm, glmStepAIC, and bayesglm.

Note that ksvm function does not have a weight parameter, so those models won't be enabled.

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  • $\begingroup$ Thanks for the info, it's great to hear directly from the source. I'm a little confused about your last sentence, I don't really know what you mean by a model being "enabled". I'm using the "class.weights" parameter, although I just noticed that the linked example I posted tries to use a parameter just called "weights", which I suppose doesn't exist. $\endgroup$ – Nuclear Wang Jul 24 '15 at 7:37
  • $\begingroup$ kernlab has weight parameter now and caret supports that. Please consider updating this answer. I was mislead at first. $\endgroup$ – heroxbd May 19 '16 at 6:31
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    $\begingroup$ Almost two years passed.Is there an updated version of this list? Thanks. $\endgroup$ – Lior Kogan Jun 14 '17 at 16:22

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