diff --git a/doc/over_sampling.rst b/doc/over_sampling.rst index 3bc975b89..de6b1ffb8 100644 --- a/doc/over_sampling.rst +++ b/doc/over_sampling.rst @@ -1,4 +1,4 @@ -.. _over-sampling: +oo.. _over-sampling: ============= Over-sampling @@ -12,6 +12,17 @@ A practical guide You can refer to :ref:`sphx_glr_auto_examples_over-sampling_plot_comparison_over_sampling.py`. +.. warning:: + + Over-sampling methods (including random over-sampling, SMOTE, and ADASYN) do + not guarantee improved predictive performance. In particular, they may not + improve ranking metrics such as ROC-AUC and can degrade probability + calibration. We recommend validating the impact using the metric(s) that + matter for your use case, and considering alternatives such as using + ``class_weight`` or ``sample_weight`` in the estimator, tuning the decision + threshold, or collecting more minority class data when possible. + + .. _random_over_sampler: Naive random over-sampling