Does weight supported in mlen for training?

[wangliangguo]

When training a model, how to use sample_weight? I haven't seen weight parameter in fit function.

[flennerhag]

sample_weight is currently not a supported parameter. What did you have in mind?

[wangliangguo]

I think there could be training parameter sent into base models, keep it same with scikit-learn fit method.

[flennerhag]

Sorry for not getting back on this. Somewhat overdue but if you want a linear combination of base models, the best approach is to use a linear model as your meta learner. If you want to fix the weights apriori, you can easily achieve this by writing a dummy estimator class.

[marty90]

+1