In the python scikit-learn the linear model SGDRegressor, and others, support sample weights for training. I could not guess how to access this through the ScikitLearn.jl interface. Is this not supported?
using ScikitLearn @sk_import linear_model: SGDRegressor model = SGDRegressor() X = randn(100, 4) y = X[:,1] - 2X[:,2] + 0.05*randn(100) w = rand(100) # works: fit!(model, X, y) # none of these work: fit!(model, X, y, sample_weights=w) # scikit-learn syntax fit!(model, X, y, weights=w) fit!(model, X, y, w)