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I have a highly imbalanced binary classification problem, probably 95:5 for two classes. I don't want to perform resampling as the data is already huge and training it would just take more time. (I'm also aware of down sampling)

But my question is , is providing class weights (let's say computed by scikit-learn's compute class weight) enough? or there is any other method ?

model.fit(X,y,class_weight=class_weight)
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Referring to an answer to a similar question, you don't have any reason to handle unbalance from the beginning. An imbalance of 95:5 isn't that big, I'd start with the regular training and if that doesn't work try more sophisticated things.

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  • $\begingroup$ Interesting, so does that mean models can learn the imbalance nature by themselves? and also can you link to a good read for the sophisticated things? $\endgroup$ – skrrrt Jul 21 '20 at 14:35
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    $\begingroup$ To me the sophisticated things are mainly downsampling and class weights (not very sophisticated right? they are at least less simple than plain training). I think there's a lot of confusion with imbalance in introductory DS blogs. Unless you're imbalance is very extreme ( < 1%) I don't think there's any reason to do any special thing as long as you are using cross-entropy loss. Not in my experience, not in any Kaggle competition I've seen $\endgroup$ – David Masip Jul 21 '20 at 14:54

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