Case weights are positive numeric values that may influence how much each data point has during the preprocessing. There are a variety of situations where case weights can be used.
tidymodels packages differentiate how different types of case weights should be used during the entire data analysis process, including preprocessing data, model fitting, performance calculations, etc.
The tidymodels packages require users to convert their numeric vectors to a vector class that reflects how these should be used. For example, there are some situations where the weights should not affect operations such as centering and scaling or other preprocessing operations.
The types of weights allowed in tidymodels are:
Frequency weights via hardhat::frequency_weights()
Importance weights via hardhat::importance_weights()
More types can be added by request.
For recipes, we distinguish between supervised and unsupervised steps. Supervised steps use the outcome in the calculations, this type of steps will use frequency and importance weights. Unsupervised steps don't use the outcome and will only use frequency weights.
There are 3 main principles about how case weights are used within recipes.
First, the data set that is passed to the recipe() function should already
have a case weights column in it. This column can be created beforehand using
hardhat::frequency_weights() or hardhat::importance_weights(). Second,
There can only be 1 case weights column in a recipe at any given time. Third,
You can not modify the case weights column with most of the steps or using
the update_role() and add_role() functions.
These principles ensure that you experience minimal surprises when using case weights, as the steps automatically apply case weighted operations when supported. The printing method will additionally show which steps where weighted and which steps ignored the weights because they were of an incompatible type.
frequency_weights(), importance_weights()