I am trying to predict a set of labels using Logistic Regression from SciKit. My data is really imbalanced (there are many more '0' than '1' labels) so I have to use the F1 score metric during the cross-validation step to "balance" the result.
[Input]
X_training, y_training, X_test, y_test = generate_datasets(df_X, df_y, 0.6)
logistic = LogisticRegressionCV(
Cs=50,
cv=4,
penalty='l2',
fit_intercept=True,
scoring='f1'
)
logistic.fit(X_training, y_training)
print('Predicted: %s' % str(logistic.predict(X_test)))
print('F1-score: %f'% f1_score(y_test, logistic.predict(X_test)))
print('Accuracy score: %f'% logistic.score(X_test, y_test))
[Output]
>> Predicted: [0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0]
>> Actual: [0 0 0 1 0 0 0 0 0 1 1 0 0 1 0 0 0 0 0 0 0 1 1]
>> F1-score: 0.285714
>> Accuracy score: 0.782609
>> C:\Anaconda3\lib\site-packages\sklearn\metrics\classification.py:958:
UndefinedMetricWarning:
F-score is ill-defined and being set to 0.0 due to no predicted samples.
I certainly know that the problem is related to my dataset: it is too small (it is only a sample of the real one). However, can anybody explain the meaning of the "UndefinedMetricWarning" warning that I am seeing? What is actually happening behind the curtains?