Class weight with Spark ML
As of this very moment, the class weighting for the Random Forest algorithm is still under development (see here)
But If you're willing to try other classifiers - this functionality has been already added to the Logistic Regression.
Consider a case where we have 80% positives (label == 1) in the dataset, so theoretically we want to "under-sample" the positive class.
The logistic loss objective function should treat the negative class (label == 0) with higher weight.
Here is an example in Scala of generating this weight, we add a new column to the dataframe for each record in the dataset:
def balanceDataset(dataset: DataFrame): DataFrame = {
// Re-balancing (weighting) of records to be used in the logistic loss objective function
val numNegatives = dataset.filter(dataset("label") === 0).count
val datasetSize = dataset.count
val balancingRatio = (datasetSize - numNegatives).toDouble / datasetSize
val calculateWeights = udf { d: Double =>
if (d == 0.0) {
1 * balancingRatio
}
else {
(1 * (1.0 - balancingRatio))
}
}
val weightedDataset = dataset.withColumn("classWeightCol", calculateWeights(dataset("label")))
weightedDataset
}
Then, we create a classier as follow:
new LogisticRegression().setWeightCol("classWeightCol").setLabelCol("label").setFeaturesCol("features")
For more details, watch here: https://issues.apache.org/jira/browse/SPARK-9610
- Predictive Power
A different issue you should check - whether your features have a "predictive power" for the label you're trying to predict. In a case where after under-sampling you still have low precision, maybe that has nothing to do with the fact that your dataset is imbalanced by nature.
I would do a exploratory data analysis - If the classifier doesn't do better than a random choice, there is a risk that there simply is no connection between features and class.
- Perform correlation analysis for every feature with the label.
- Generating class specific histograms for features (i.e. plotting histograms of the data for each class, for a given
feature on the same axis) can also be a good way to show if a
feature discriminates well between the two classes.
Overfitting - a low error on your training set and a high error on your test set might be an indication that you overfit using an overly flexible feature set.
Bias variance - Check whether your classifier suffers from a high bias or high variance problem.
- Training error vs. validation error - graph the validation error and training set error, as a function of training examples (do incremental learning)
- If the lines seem to converge to the same value and are close at the end, then your classifier has high bias. In such case, adding more data won't help.
Change the classifier for a one that has higher variance, or simply lower the regularization parameter of your current one.
- If on the other hand the lines are quite far apart, and you have a low training set error but high validation error, then your classifier has too high variance. In this case getting more data is very likely to help. If after getting more data the variance will still be too high, you can increase the regularization parameter.
