Hi Daniel.
Could you please open an issue and maybe provide a sample script that demonstrates that
changing the sample weights doesn't change the decision function?

That sounds like a bug.

Cheers,
Andy

On 07/21/2013 02:08 PM, Daniel Vainsencher wrote:
I encountered similar problems.
Weighting libsvm inputs under sklearn seems unsafe at any speed...

Amusingly enough, I think the pretty demo at [1] demonstrates the problem. 
Notice how the white samples are really dominant... but the decision boundary 
is consistent with uniform weights.

If you change the script slightly, its obvious changing the weight ratio does 
not change the displayed decision boundary, so it is not a problem of merely 
scaling or interaction with C.
This may be related to the fact that sample weighting in libsvm itself does not 
appear to be a stable core feature; [2] implies that a special version of 
libsvm is needed. Or is that already taken into account?


[1]http://scikit-learn.org/stable/auto_examples/svm/plot_weighted_samples.html
[2]http://www.csie.ntu.edu.tw/~cjlin/libsvmtools/#weights_for_data_instances  
<http://www.csie.ntu.edu.tw/%7Ecjlin/libsvmtools/#weights_for_data_instances>

--
Daniel Vainsencher


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