Hi Anton,

The update for each sample is just multiplied by the sample_weight and
the class_weight before it's applied to the weight vector (coef_). So
if your sample is [1, 2, 3], your gradient is .1, your weight for this
sample is .2, and your eta is 5.0 your weight_vector (coef_) would be
updated by [+(1 * .1 * .2 * 5.0),    +(2 * .1 * .2 * 5.0),    +(3 *.1
* .2 * 5.0)]. Does that help?

Danny

On Thu, Jun 25, 2015 at 10:19 AM, Anton Suchaneck <a.suchan...@gmail.com> wrote:
> Hello!
>
> How can I find out what the precise mathematical treatment of the
> sample_weights for SGDClassifier in the partial_fit setting is?
>
> Cheers,
> Anton
>
>
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