The help page for randomforest::randomforest()
says:
\"classwt - Priors of the classes. Need not add up to one. Ignored for regression.\"
could setting classwt parameter help when you have heavy unbalanced data - priors of classes differs strongly?
Yes, setting values of classwt could be useful for unbalanced datasets. And I agree with joran, that these values are trasformed in probabilities for sampling training data (according Breiman's arguments in his original article).
How set classwt when in training dataset with 3 classes you have vector of priors equal to (p1,p2,p3), and in test set priors are (q1,q2,q3)?
For training you can simply specify
rf <- randomForest(x=x, y=y, classwt=c(p1,p2,p3))
For test set no priors can be used: 1) there is no such option in predict
method of randomForest package; 2) weights have only sense for training of the model and not for prediction.