I'm trying to build a model using GBM in r in order to get probability of two classes ( 'yes','no'). My data are unbalanced, and because of this I trained my model using a balanced data(undersampling the 'no' class). I trained my model With the balanced sample and then I evaluate the performance on my test sample ( 30% of the balanaced sample).My question is:There is any problem to predict the probability with my fit in the unbalanced sample? When I performe this, the probability distribution are equal of the probability distribution of my balanced sample, and because of this maybe my score is meaningless
Unbalanced data fit in gbm
machine learning;r;gbm