how to use classwt in randomForest of R?

Question

I have a highly imbalanced data set with target class instances in the following ratio 60000:1000:1000:50 (i.e. a total of 4 classes). I want to use randomFor

Answer 1

You can pass a named vector to classwt. But how weight is calculated is very tricky.

For example, if your target variable y has two classes "Y" and "N", and you want to set balanced weight, you should do:

wn = sum(y="N")/length(y)
wy = 1

Then set classwt = c("N"=wn, "Y"=wy)

Alternatively, you may want to use ranger package. This package offers flexible builds of random forests, and specifying class / sample weight is easy. ranger is also supported by caret package.