I have a multiclass-classification dataset with the target (dependent) variable highly imbalanced. While using the randomForest package in R, I usually use the parameters sampsize & strata
to account for the imbalance in training data. Are there any similar options in xgboost package also?
Summary of the number of datapoints available in each class.
Factor 1 : 667
Factor 2 : 676
Factor 3 :7807
Factor 4 : 850