My crime classification dataset has indicator features, such as has_rifle
.
The job is to train and predict whether data points are criminals or not. The metric is weighted mean absolute error, where if the person is criminal, and the model predicts him/her as not, then the weight is large as 5
. If person is not criminal and the model predicts as he/she is, then weight is 1
. Otherwise the model predicts correctly, with weight 0
.
I've used classif:multinom
method in mlr
in R
, and tuned the threshold to 1/6
. The result is not that good. Adaboost
is slightly better. Though neither is perfect.
I'm wondering which method is typically used in this kind of binary classification problem with a sparse {0,1}
matrix? And how to improve the performance measured by the weighted mean absolute error metric?