How to perform undersampling (the right way) with python scikit-learn?

Question

I am attempting to perform undersampling of the majority class using python scikit learn. Currently my codes look for the N of the minority class and then try to undersample the exact same N from the majority class. And both the test and training data have this 1:1 distribution as a result. But what I really want is to do this 1:1 distribution on the training data ONLY but test it on the original distribution in the testing data.

I am not quite sure how to do the latter as there is some dict vectorization in between, which makes it confusing to me.

# Perform undersampling majority group
minorityN = len(df[df.ethnicity_scan == 1]) # get the total count of low-frequency group
minority_indices = df[df.ethnicity_scan == 1].index
minority_sample = df.loc[minority_indices]

majority_indices = df[df.ethnicity_scan == 0].index
random_indices = np.random.choice(majority_indices, minorityN, replace=False) # use the low-frequency group count to randomly sample from high-frequency group
majority_sample = data.loc[random_indices]

merged_sample = pd.concat([minority_sample, majority_sample], ignore_index=True) # merging all the low-frequency group sample and the new (randomly selected) high-frequency sample together
df = merged_sample
print 'Total N after undersampling:', len(df)

# Declaring variables
X = df.raw_f1.values
X2 = df.f2.values
X3 = df.f3.values
X4 = df.f4.values
y = df.outcome.values

# Codes skipped ....
def feature_noNeighborLoc(locString):
    pass
my_dict16 = [{'location': feature_noNeighborLoc(feature_full_name(i))} for i in X4]
# Codes skipped ....

# Dict vectorization
all_dict = []
for i in range(0, len(my_dict)):
    temp_dict = dict(
        my_dict[i].items() + my_dict2[i].items() + my_dict3[i].items() + my_dict4[i].items()
        + my_dict5[i].items() + my_dict6[i].items() + my_dict7[i].items() + my_dict8[i].items()
        + my_dict9[i].items() + my_dict10[i].items()
        + my_dict11[i].items() + my_dict12[i].items() + my_dict13[i].items() + my_dict14[i].items()
        + my_dict19[i].items()
        + my_dict16[i].items() # location feature
        )
all_dict.append(temp_dict)

newX = dv.fit_transform(all_dict)

X_train, X_test, y_train, y_test = cross_validation.train_test_split(newX, y, test_size=testTrainSplit)

# Fitting X and y into model, using training data
classifierUsed2.fit(X_train, y_train)

# Making predictions using trained data
y_train_predictions = classifierUsed2.predict(X_train)
y_test_predictions = classifierUsed2.predict(X_test)

Answer 1

You want to subsample the training samples of one of your categories because you want a classifier that treats all the labels the same.

If you want to do that instead of subsampling you can change the value of the 'class_weight' parameter of your classifier to 'balanced' (or 'auto' for some classifiers) which does the job that you want to do.

You can read the documentation of LogisticRegression classifier as an example. Notice the description of the 'class_weight' parameter here.

By changing that parameter to 'balanced' you won't need to do the subsampling anymore.