Pass sample weights to custom objective functions in the python sklearn interface
Open
feature-request
- Dominant language
- C++
- Stars
- 28.8k
- Forks
- 8.9k
- Avg merge
- 1d 12h
- Merged PRs (30d)
- 54
Description
Currently, the python sklearn API for XGBRegessor works by passing the expected arguments for the sklearn-formatted objective function `(ylabel, ypred)` via the decorator `_objective_decorator(func).` This function does not allow for passing sample weights (`dmatrix.get_weight()`) to the custom objective function.
I suggest changing the `_objective_decorator` to allow for custom objective functions that make use of sample weights.
Contributor guide
No contributing guide indexed for this repository
Assessment
This issue has not been assessed yet.