I am working with a scenario where I need to minimize the false positive rate for the minority class. Additionally my dataset is imbalanced. (10% minority class, 90% majority class). I am using the class_weight in the fit function of keras.
Additionally, I would also like to try a custom loss function to see if this makes a difference. A number of solutions online Keras custom loss function as True Negatives by (True Negatives plus False Positives) discuss a specificity/precision etc loss function. However this cannot be derived, so I don't think this can work.
Thanks in advance!