This paper about xgboost came out recently which I thought might be of interest.
http://arxiv.org/pdf/1603.02754v1.pdf
Raphael
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Hi Raghav,
Thanks for your reply. My Class 1 is smaller in size than class 0. So, even if
the ‘sample_weights' introduce any bias ,
it should favour the class 1.
Regardless of the size bias of class 1 and class 0, I want to give more
importance to class 1 while splitting at tree
node using Gini