[R] about usage of weights in nnet
caobg at email.uc.edu
Fri Jul 29 20:06:46 CEST 2005
I got some results from using nnet on a two-class problem, and I'd like to hear your comments to understand well about the algorithm. In the training set, the ratio of class 1 to class 2 is about 23:77. I did a 5-fold cross validation. The networks were trained twice, one with 'weights=1', one with 'weights=ifelse(species=="class1", 77/33, 1)'(pointed out by Prof. Brian Ripley).All other settings are same. The average Matthew Correlation Coeffience for the one with weights=1 is 0.80, significantly larger than that of the other, 0.74. So, it seems weighting the unbalanced samples does not help performance on evaluations, which is against my initial thoughts. My question would be, does that mean the training data is not unbalanced enough? then how unbalanced is enough? Or it was totally just a signal event? Or it was just some suboptimal results? Any references regarding this issue in particular? Thanks!
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