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@Bergvca
Created April 23, 2017 15:25
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Example on how to do stratified sampling in Caret. This is useful for imbalanced datasets, and can be used to give more weight to a minority class
len_pos <- nrow(example_dataset[example_dataset$target==1,])
len_neg <- nrow(example_dataset[example_dataset$target==0,])
train_model <- function(training_data, labels, model_type, ...) {
experiment_control <- trainControl(method="repeatedcv",
number = 10,
repeats = 2,
classProbs = T,
summaryFunction = custom_summary_function)
train(x = training_data,
y = labels,
method = model_type,
metric = "custom_score",
trControl = experiment_control,
verbose = F,
...)
}
# strata refers to which feature to do stratified sampling on.
# sampsize refers to the size of the bootstrap samples to be taken from each class. These samples will be taken as input
# for each tree.
fit_results <- train_model(example_dataset
, as.factor(sprintf("c%d", as.numeric(example_dataset$target)))
,"rf"
,tuneGrid = expand.grid(mtry = c( 3,5,10))
,ntree=500
,strata=as.factor(example_dataset$target)
,sampsize = c('1'=as.integer(len_pos*0.25),'0'=as.integer(len_neg*0.8))
)
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