On 06/01/2013 01:03 PM, Joel Nothman wrote:
> I haven't seen any patch for this precisely, though it's a known issue 
> (even if it doesn't seem to be explicitly ticketed; it's closest to 
> https://github.com/scikit-learn/scikit-learn/issues/1179). There are 
> various tricky cases not currently supported for which it's easiest to 
> roll your own search and/or pipeline infrastructures.
>
> Part of the issue is that presumably (or perhaps not?) your search 
> objective function needs to adjust for weights as well as the training 
> procedure, and currently our metrics don't support that (work in 
> progress at https://github.com/scikit-learn/scikit-learn/pull/1574).
This is the one I meant.

>
> After that's in place there's still an API issue to apply this 
> generally: if `BaseSearchCV.fit` were modified to take extra arguments 
> that needed to be split in cross-validation, when are they passed to 
> `fit` and when to `score`? Perhaps that's not so hard if we're only 
> considering sample_weight. (And if Pipeline were modified to support 
> sample_weight, should it presume it to pass sample_weight to *all* its 
> transformers? to those accepting the parameter? to none but the last 
> estimator?)
Questions like that are what made me suggest to split 1574 from the 
AdaBoost pr ;)

Cheers,
Andy

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