Continuous Weight Balancing

We propose a simple method by which to choose sample weights for problems with highly imbalanced or skewed traits. Rather than naively discretizing regression labels to find binned weights, we take a more principled approach - we derive sample weights from the transfer function between an estimated source and specified target distributions. Our method outperforms both unweighted and discretely-weighted models on both regression and classification tasks. We also open-source our implementation of this method, providing a modular and robust software package to the scientific community.