xgboost dmatrix中的 weight的重要性

https://stackoverflow.com/questions/35983565/how-is-the-parameter-weight-dmatrix-used-in-the-gradient-boosting-procedure

 

 

xgboost allows for instance weighting during the construction of the DMatrix, as you noted. This weight is directly tied the instance and travels with it throughout the entire training. Thus is is included in the calculations of the gradients and hessians, and directly impacts the split points and traing of an xgboost model.