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Oversampling in EMiner

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New Contributor
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Oversampling in EMiner

[ Edited ]

Quite obvious my target event is rare, so I put a decision node to adjust the priors, Original proporition was 0.04/0.96 after adjust ment its 0.3/0.7. the decision tab on the decision node is 1.0 - 1.0 at digonal positions.

When I am scoring a test data the probabilites of the event that I am getting is around 0.3(event=1) and 0.7(event=0) I thougth EM do the adjustments for the probabilities and expected probabilites near 0.04 and 0.96. Is there anything I have to do to get the probilities adjusted, as I would get without the decision node?

SAS Super FREQ
Posts: 306

Re: Oversampling in EMiner

Posted in reply to MagicalEmerald

If what you are saying is the proportion in your sample was originally 0.04/0.96, then you oversampled to get 0.3/0.7, then in a Decisions node, you should have entered the original prior probabilities as the Adjusted Priors.  Then if you look in the score code in the Score node, you should see lines like this doing the adjustment of the posterior probabilities:

 

*** Update Posterior Probabilities;
P_BAD1 = P_BAD1 * 0.04 / 0.3;
P_BAD0 = P_BAD0 * 0.96 / 0.7;
drop _sum; _sum = P_BAD1 + P_BAD0 ;

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