0down votefavoriteI have an imbalanced dataset to work with (with about 20-fold positive examples than negative). I know several solutions to deal with this type of data (under/oversampling, optimizing for AUC, etc.) but I would like to try changing the misclassification costs for the two groups. However, I cannot figure out the proper way to do this in caret. Do you have any idea how to do this?Thanks for any help!
Is it possible to change misclassification cost in caret?
machine learning;r