The help page for randomforest::randomforest()
says:
"classwt - Priors of the classes. Need not add up to one. Ignored for regression."
Could setting the classwt
parameter help when you have heavy unbalanced data, ie. priors of classes differs strongly ?
How should I set classwt
when training a model on a dataset with 3 classes with a vector of priors equal to (p1,p2,p3), and in test set priors are (q1,q2,q3)?
Yes, setting values of classwt could be useful for unbalanced datasets. And I agree with joran, that these values are trasformed in probabilities for sampling training data (according Breiman's arguments in his original article).
For training you can simply specify
For test set no priors can be used: 1) there is no such option in
predict
method of randomForest package; 2) weights have only sense for training of the model and not for prediction.