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Update documentation for FAQ about how to handle imbalanced data (#560)
* Update website/docs/FAQ.md
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@ -18,6 +18,37 @@ Currently FLAML does several things for imbalanced data.
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2. We use stratified sampling when doing holdout and kf.
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3. We make sure no class is empty in both training and holdout data.
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4. We allow users to pass `sample_weight` to `AutoML.fit()`.
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5. User can customize the weight of each class by setting the `custom_hp` or `fit_kwargs_by_estimator` arguments. For example, the following code sets the weight for pos vs. neg as 2:1 for the RandomForest estimator:
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```python
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from flaml import AutoML
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from sklearn.datasets import load_iris
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X_train, y_train = load_iris(return_X_y=True)
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automl = AutoML()
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automl_settings = {
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"time_budget": 2,
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"task": "classification",
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"log_file_name": "test/iris.log",
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"estimator_list": ["rf", "xgboost"],
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}
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automl_settings["custom_hp"] = {
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"xgboost": {
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"scale_pos_weight": {
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"domain": 0.5,
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"init_value": 0.5,
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}
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},
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"rf": {
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"class_weight": {
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"domain": "balanced",
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"init_value": "balanced"
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}
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}
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}
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print(automl.model)
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```
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### How to interpret model performance? Is it possible for me to visualize feature importance, SHAP values, optimization history?
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