Apply weights to Predict/Classify function?

[zhaotuoyi (Jason Zhao)]

Hi all,

I’m curious about how to apply weights to Predict/Classify function. There’s neither ‘weights’ option for both functions nor acceptance of WeightedData as the input.

Best,

Jason

[fellerroot (Eleazar Johannian)]

Hm. I’ll try to find a solution for you Tuoyi. I don’t believe you can apply weights to the Predict/Classify function though.

[zhaotuoyi (Jason Zhao)]

Thanks you so much Eleazar. Basically I would need to use weights on GBT and Random Forest.

[zhaotuoyi (Jason Zhao)]

UP. Anyone has any thoughts on this topic? I believe ‘weights’ is quite important and universally used in real-world modeling.