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.
3

Getting Data From One Online Source

Robert Norberg

Hello world. It’s been a long time since I posted anything here on my blog. I’ve been busy getting my Masters degree in statistical computing and I haven’t had much free time to blog. But I’ve writing R code as much as ever. Now, with graduation approaching, I’m job hunting and I thought it would be good to put together a few things to show potential employers.
2
My Blog List
My Blog List
Blog Archive
About Me
About Me
Loading
Dynamic Views theme. Powered by Blogger. Report Abuse.