scikit-learn/scikit-learn — pull request #3224 by pprett (2014-05-30 20:23:15+00:00)
Title: Sample weights for gradient boosting

and piggy-packed ``'exponential'`` loss for binary classification (= AdaBoost).

I didn't implement sample weights for ``'lad'``, ``'huber'``, and ``'quantile'`` since it would require weighted median / percentiles. I will either raise a warning or exception in this case: what do you prefer?

cc @glouppe

TODO: benchmark benchmark and some regression tests