I think my reply for this got swallowed by the sourceforge outage:

The main thing that you should test is whether the added behavior is correct. For that you should confirm that changing sample weights is equivalent to duplicating / dropping a sample.


On 07/22/2015 01:34 PM, Dale Smith wrote:

I’ve added sample_weight as an optional parameter to RFECV.fit in order to handle highly unbalanced cases. I can build the package locally. However, looking at the tests directory does not give me much confidence that I can write validation and regression tests. I looked particularly at test_metaestimators.py.

I also reviewed the Contributing section of the documentation, the wiki, and searched the mailing list archive, but didn’t find anything relevant. Are there any other sources I should review?


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