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aerdem4 avatar aerdem4 commented on May 24, 2024 1

@kmedved Thanks for your question. You can pass your sample weights to LOFOImportance in fit_params. Example:

fi = LOFOImportance(dataset, scoring=scorer, model=LinearRegression(), cv=cv, 
                    fit_params={"sample_weight": df["sw"].values})

Let me know if it works for you.

from lofo-importance.

kmedved avatar kmedved commented on May 24, 2024 1

Excellent - that worked great. Thanks for the quick reply. That functionality really helps makes this a first-rate feature selection tool.

Eager to watch for future improvements.

from lofo-importance.

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