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Weighted samples for SVMs

Category: sklearn, python

Based on the work of libsvm-dense by Ming-Wei Chang, Hsuan-Tien Lin, Ming-Hen Tsai, Chia-Hua Ho and Hsiang-Fu Yu I patched the libsvm distribution shipped with scikits.learn to allow setting weights for individual instances. The motivation behind this is to be able force a classifier to focus its attention in some samples instead of others. This example shows how different weights modify the decision function:

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