misclassification costs to adjust for rare outcome

@BruceJohnson for further ideas you could check out my collection about machine leaning. Especially the entries marked unbalanced.

This thread also was about unbalanced data with multi class but might still give some ideas.

One approach could be. Use H2O auto machine learning and only xgboost (or GBM if you are on a Windows machine) with AUCPR as a metric.

Also you might check your data if there are special anomalies or you can further prepare the data. In the collection there are also links about that but we might need to know more about the data.