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[DOC] Add warning about over-sampling limitations #1160

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[DOC] Add warning about over-sampling limitations #1160

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13 changes: 12 additions & 1 deletion doc/over_sampling.rst
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.. _over-sampling:
oo.. _over-sampling:

=============
Over-sampling
Expand All @@ -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
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