[scikit-learn] Are sample weights normalized?

2017-07-28 Thread Abhishek Raj via scikit-learn
Hi, I am using one class svm for binary classification and was just curious what is the range/scale for sample weights? Are they normalized internally? For example - Sample 1, weight - 1 Sample 2, weight - 10 Sample 3, weight - 100 Does this mean Sample 3 will always be predicted as positive and

Re: [scikit-learn] Are sample weights normalized?

2017-07-28 Thread Michael Eickenberg
Hi Abhishek, think of your example as being equivalent to putting 1 of sample 1, 10 of sample 2 and 100 of sample 3 in a dataset and then run your SVM. This is exactly true for some estimators and approximately true for others, but always a good intuition. Hope this helps! Michael On Fri, Jul 2

Re: [scikit-learn] Are sample weights normalized?

2017-07-28 Thread Abhishek Raj via scikit-learn
Hi Michael, thanks for the response. Based on what you said, is it correct to assume that weights are relative to the size of the data set? Eg If my dataset size is 200 and I have 1 of sample 1, 10 of sample 2 and 100 of sample 3, sample 3 will be given a lot of focus during training because it ex

Re: [scikit-learn] Are sample weights normalized?

2017-07-28 Thread Michael Eickenberg
Well, that will depend on how your estimator works. But in general you are right - if you assume that samples 4 to N are weighted with the same weight (e.g. 1) in both cases, then the sample 3 will be relatively less important in the larger training set. On Fri, Jul 28, 2017 at 1:06 PM, Abhishek R