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Improving Recall and Precision of the Minority Class with XGBoost to Maximize Profits in Unbalanced Data

The company is interested in identifying profitable customers who are likely to purchase a ticket when given a promotional offer. My goal is to build a model to predict whether a customer will buy a ...
ster111's user avatar
0 votes
1 answer
638 views

How to intrepret low F1 score and high AUC on training set?

I am currently working on a very imbalanced dataset: 24 million transactions (rows of data) 30,000 fraudulent transactions (0.1% of total transactions) and I am using XGBoost as the model to predict ...
Hai Nguyen's user avatar
0 votes
0 answers
514 views

XGBoost failing on highly imbalanced data!

I am working on a classification problem, where I am trying to predict a fraud login. The data is highly imbalanced i.e. 0 = non fraud logins , 1 = fraud logins 0 : 4538076 1 : 365 I have been trying ...
Aditi's user avatar
  • 1
4 votes
2 answers
4k views

High Recall but too low Precision result in imbalanced data

I was training a model using XGBoost Classifier on a heavy imbalanced database with 232:1 of binary class. Because my training data contains 750k rows and 320 features (after doing many feature ...
zonna's user avatar
  • 73
2 votes
2 answers
4k views

Class Imbalance and Cost-Sensitive Learning XGBoost

I'm fairly new to data science and machine learning and have been trying to read a bit more on methods like boosting for one of the projects I am working on. The investigator on this project is ...
corkee's user avatar
  • 21
3 votes
0 answers
806 views

Target mean encoding worse than ordinal encoding with GBDT ( XGBoost, CatBoost )

I have a dataset of 23k rows of an unbalanced dataset 85/15 ratio, 10 variables ( 9 of which are categorical ) , i'm using CatBoost and XGBoost for a binary classification. I applied cv (5 iteration ...
Blenz's user avatar
  • 2,094
3 votes
0 answers
436 views

Adjust class weights due to class imbalance and class importance Multi class classification XGBoost

With respect to this question and the answer given by @Esmailian, Would anyone be able to let me know if Class B has a higher importance or the positive class ( i.e. it needs to have a higher ...
Michael Schroter's user avatar
5 votes
1 answer
12k views

What is the best way to deal with imbalanced data for XGBoost? [closed]

There are a lot of way to deal with class-imbalanced data like undersampling, oversampling, changing cost function etc. https://machinelearningmastery.com/tactics-to-combat-imbalanced-classes-in-...
Krithi07's user avatar
  • 211
2 votes
1 answer
1k views

scale_pos_weight Xgboost

My question is rather simple what does the parameter scale_pos_weight in xgboost do? I know typically it should be $\frac{sum(negative cases)}{sum(positive cases)}$. Does it oversample the minority ...
Dhruv Mahajan's user avatar
42 votes
6 answers
55k views

Unbalanced multiclass data with XGBoost

I have 3 classes with this distribution: Class 0: 0.1169 Class 1: 0.7668 Class 2: 0.1163 And I am using xgboost for ...
shda's user avatar
  • 585