Does ScikitLearn support sample weights for scikit-learn models that do?

Specific Domains Machine Learning
1

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)
2

Thanks to Cédric St-Jean, you use “sample_weight” not “sample_weights” and this appears to work; see https://github.com/cstjean/ScikitLearn.jl/issues/64