Penalizing misclasslification from imbalanced data

Hi there @acsmtl and welcome to the forum.

Your question about class imbalance is a common one that comes up from time to time. You might check the threads I’ve linked below:

Having said that, are you restricted to using SVM only or can you try other algorithms? You’ll see that SMOTE is discussed in the threads above, but some folks really advocate against it in favor of something XGBoost with class weights applied.