Operations Research topics: SAS/OR,
SAS Optimization, and SAS Simulation Studio

A question on the class weight

Reply
N/A
Posts: 0

A question on the class weight

hi, i'm building a model to do prediction. the target is binary and the event class (Y=1) are very unbalanced. so i specified the prior probability and i did oversampling. i also created a frequency weight variable as the case weights in my training and validation set. My model fits perfect (100% accuracy, which signals that i did something wrong) for the training and validation set. My doubt was proved when i tried to score a new data (target unknown), my model classified everything as event(Y=1).
i'm wondering what i did wrong?
i tried deleting the frequency weight variable in the modeling stage, the model performance is less good, but more realistic. Anyone has any idea? Thanks in advance!

Message was edited by: DMforlife Message was edited by: DMforlife
Ask a Question
Discussion stats
  • 0 replies
  • 166 views
  • 0 likes
  • 1 in conversation