2013/5/18 James Bergstra <[email protected]>:
> Is there a convention / plan for how example weights should be passed to
> fit? An optional keyword argument? A new fit_weighted method that may or may
> not be present? How would this work together with the incremental fit
> mechanism?

A sample_weight argument to fit. I believe most of the linear models
already do this, check that module.

> I ask because we were talking about boosting algorithms the other day, and
> it's natural to implement boosting in terms of reweighted training examples.

This is in fact how AdaBoost is implemented in sklearn.ensemble.

-- 
Lars Buitinck
Scientific programmer, ILPS
University of Amsterdam

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