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[D] LightGBM imbalanced class problem - pos_scale_weight < 1 significantly improves performance
Feb. 5, 2022, 7:26 p.m. | /u/Kualityy
Machine Learning www.reddit.com
I am working on an imbalanced classification problem (~0.2% positive class) using LightGBM and am noticing a significant increase in performance when I use pos_scale_weight < 1 vs pos_scale_weight > 1. I'm talking about a cross-validation PR-AUC of 0.8 vs 0.2 kind of improvement.
I am new to imbalanced class problems and this result is not very intuitive for me at all. I feel like it has something to do with overfitting.
submitted by /u/Kualityy[link] [comments]
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