mercredi 13 mai 2015

SMOTE not working in Random forest for Hold Out Sample

I am using SMOTE for oversampling, The event rate in my Traning sample is ~4%. The results validates well in the Training sample but does not validate well in Hold Out Sample. I have tried different combination for Perc.Over and Perc.Under .

1) How do I select the number for Perc.Over and Perc. Under 2) How do I ensure it validates well in teh Hold out sample as well




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