Apr
5
A Custom caret C5.0 Model for 2-Class Classification Problems with Class Imbalance
A Custom caret C5.0 Model for 2-Class Classification Problems with Class Imbalance
Robert Norberg
Monday, April 06, 2015
Introduction
In this post I share a custom model tuning procedure for optimizing the probability threshold for class imbalanced data. This is done within the excellent caret package framework and is akin to the example on the package website, but the example shows an extension of therandom forest (or rf) method while I present an extension to the C5.0 method. The post is divided into two parts, Motivation and Code. If you’re savvy to the topic of class imbalanced data and you just want to see the code already, skip ahead to the Code section.
Robert Norberg
Monday, April 06, 2015
Introduction
In this post I share a custom model tuning procedure for optimizing the probability threshold for class imbalanced data. This is done within the excellent caret package framework and is akin to the example on the package website, but the example shows an extension of therandom forest (or rf) method while I present an extension to the C5.0 method. The post is divided into two parts, Motivation and Code. If you’re savvy to the topic of class imbalanced data and you just want to see the code already, skip ahead to the Code section.
