Is it possible to weight samples in regression?

User 2448 | 10/19/2015, 3:32:36 PM

I don't see anything in the API to do sample weighting in any of the regressors (Boosted Tree, Random Forest, Linear). Is this possible to do?

Comments

User 2448 | 10/20/2015, 4:03:55 PM

I'll answer my own question: quick and dirty weighting can be done by repeating the number of rows by a weighting factor, increasing the length of the dataset.