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"Linear regression / GLM with weights"
I am tuning linear regression binary classifier (GLM operator) and I experiment with weighting the minority class with GENERATE WEIGHTS (STRATIFICATION), as the dataset is highly imbalanced:
I see here some difference in performance, with and without weighting the train data, like follows.
Model trained without weighting:
Model trained with weighting:
Put aside the business aspect, which result is more desirable, the question is: how exactly applying weighting does affect the logistic regression curve and coefficients, as I see most weights correlating but some much less.