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Adventures in Imbalanced Learning and Class Weight

Adventures in Imbalanced Learning and Class Weight

2 comments

·May 8, 2025
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lamename

Nice writeup. F1, balanced accuracy, etc. In truth it depends on your problem and what a practical "best" solution is, especially in imbalanced scenarios, but Matthews Correlation Coefficient (MCC) is probably the best comprehensive and balanced blind go-to metric, because it guarantees that more portions of the confusion matrix are good [0,1].

I made a quick interactive, graphical exploration to demonstrate this in python [2].

[0]: https://biodatamining.biomedcentral.com/articles/10.1186/s13...

[1]: https://biodatamining.biomedcentral.com/articles/10.1186/s13...

[2]: https://www.glidergrid.xyz/post-archive/understanding-the-ro...

ipunchghosts

I read the article and the take away is that class weights and stratified sampling did not help for the OPs problem.