[MRG] GBM & meta-ensembles - support for class_weight #4215
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Know everyone's busy, but anyone had a chance to look over this at all? Would it be easier for review if I broke it into a separate PR per classifier? |
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I think the scope is fine. Sorry, there is just a lot going on. |
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No worries |
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Thanks for the review @vmichel ! I'll try to address your concerns over the weekend + rebase. |
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Is this feature still on the roadmap? It would be useful. |
8D48
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Would be nice to have a fresh start here maybe. @ogrisel and @lorentzenchr might be interested. Closing for now, unless it reactivates. |
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Refactoring #4114 on top of #4190 and removing the GBM coding style changes from the scope of this PR for ease of review. Basically I'm adding
class_weightsto the remaining ensemble classes as was done in #3961 for forests and trees.@amueller @pprett @glouppe you have all at least glanced at #4114 so perhaps you'll have a chance to review the new refactored version here.