PicNet / XGBoost.Net

.Net wrappers for the awesome XGBoost library
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Add sample weights to DMatrix #26

Open mdabros opened 6 years ago

mdabros commented 6 years ago

Hi @gatapia,

I was trying to add support for sample weights in the XGBoost project in SharpLearning, related to this issue: https://github.com/mdabros/SharpLearning/issues/82

However, it seems that the current DMatrix implementation in XGBoost.Net does not support setting the sample weights. This can be done via the python wrapper for instance, see this example: https://github.com/dmlc/xgboost/blob/master/demo/kaggle-higgs/higgs-numpy.py#L28

Would it be possible to add sample weight support to the DMatrix in XGBoost.Net?

Best regards Mads