mindsdb / lightwood

Lightwood is Legos for Machine Learning.
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[ENH] Weighted regression #1210

Closed QuantumPlumber closed 8 months ago

QuantumPlumber commented 8 months ago

This PR covers numeric dataset weighting for XGBoost and LightGBM, and associated tests. Users can now provide a json dictionary of histogram bin edges and associated weights, which will be used to map the labels to weights. The histogram bins are left edge -- overflows are assigned to the last bin's weight, and underflows to the first bin's weight.