[scikit-learn] Equivalent to Cost Matrix sklearn

[Nadim Farhat]

Dear All,

I have a *screening* lab test and I am trying to minimize the False
negative value in the recall (TP/(TP+FN)) therefore I want to increase the
cost whenever an FN is found in the training. I understand that in R they
have some kind of loss matrix that penalize the FN during fitting.  my
Postive classes percentage is 30 %
On the forums and StackOverflow, they suggest using class_weight=balanced
in the decision tree which oversamples the class with the lowest
frequency. However, I don't see how that helps in minimizing the FN.

Any suggestions?


Bests

Nadim









-- 
Nadim Farhat
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