From 2f849accba6e847fc82be9d1dd137ccd33c10a2f Mon Sep 17 00:00:00 2001 From: "Lev A. Melnikovsky" Date: Thu, 19 Sep 2019 11:46:32 +0300 Subject: [PATCH] Support sample weights in LinearSVC L2 squared hinge primal liblinear solver --- sklearn/svm/src/liblinear/linear.cpp | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/sklearn/svm/src/liblinear/linear.cpp b/sklearn/svm/src/liblinear/linear.cpp index c516fa27991b1..bae2bf7f7e16a 100644 --- a/sklearn/svm/src/liblinear/linear.cpp +++ b/sklearn/svm/src/liblinear/linear.cpp @@ -2287,9 +2287,9 @@ static int train_one(const problem *prob, const parameter *param, double *w, dou for(int i = 0; i < prob->l; i++) { if(prob->y[i] > 0) - C[i] = Cp; + C[i] = sample_weight[i]*Cp; else - C[i] = Cn; + C[i] = sample_weight[i]*Cn; } fun_obj=new l2r_l2_svc_fun(prob, C); TRON tron_obj(fun_obj, primal_solver_tol, max_iter, blas_functions);