XGboost python - classifier class weight option?
Is there a way to set different class weights for xgboost classifier? For example in sklearn RandomForestClassifier this is done by the "class_weight" parameter.
Answer
when using the sklearn wrapper, there is a parameter for weight.
example:
import xgboost as xgb
exgb_classifier = xgboost.XGBClassifier()
exgb_classifier.fit(X, y, sample_weight=sample_weights_data)
where the parameter shld be array like, length N, equal to the target length