Custom obj with weights about xgboost HOT 3 CLOSED

tqchen answer:
In higgs, you want to do weight aware objective function. Each instances is have a weight. The build-in logitraw takes that into consideration, also there is a scale_pos_weight which rescale the weight of positive examples.
So the simple example is not same as logitraw in this case. It is consistent in other cases where you do not have weight, for example the mushroom dataset as illustrated

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So then there isn’t a way to pass the weights to a custom function?
Could I use ‘getinfo’ for obtain the weights from the function and rescaled them in any way?

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tqchen answer:
Yes you can use getinfo to get weight. I am not sure about adaboost loss you mentioned. I guess if you can write the loss down, it could be possible you write an instance weighted version.
As long as you can define gradient, you can customize it.

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