CODEWITHSUNDEEP
pythonclassificationregressionscikit-learn
Thomas Johnson
Thomas Johnson

Reputation: 11678

Scikit-Learn Classification and Regression with Weights

How can I do classification or regression in sklearn if I want to weight each sample differently? Is there a way to do it with a custom loss function? If so, what does that loss function look like in general? Is there an easier way?

Upvotes: 5

Views: 3018

Answers (1)

Fred Foo
Fred Foo

Reputation: 363607

To weigh individual samples, feed a sample_weight array to the estimator's fit method. This should be a 1-d array of length n_samples (i.e. the same dimension as y in most tasks):

estimator.fit(X, y, sample_weight=some_array)

Not all models support this, check the documentation.

Upvotes: 5

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