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@arnaudstiegler arnaudstiegler commented Jun 18, 2019

Reference Issues/PRs

Fix #14111

What does this implement/fix? Explain your changes.

Added a comment about class_weight mentioning that it alters loss function for linear models, and splitting criteria for tree-based models

Any other comments?

doc/glossary.rst Outdated
as linear SVM or logistic regression), the class weights will alter the
loss function by weighting the loss of each sample by its class weight.
For tree-based algorithms, the class weights will be used when
calculating the splitting criteria.
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reweight the splitting criterion?

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Looks good apart from nitpick. Thanks!

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If you're fixing an issue, please say "Fix # issuenumber" in your
Please use "Fix #issueNumber" in your PR description (and you can do it more than once). This way the associated issue gets closed automatically when the PR is merged. For more details, look at this.

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Sorry about that, I added the issue number to the PR description

@adrinjalali adrinjalali merged commit f9f8974 into scikit-learn:master Jun 19, 2019
koenvandevelde pushed a commit to koenvandevelde/scikit-learn that referenced this pull request Jul 12, 2019
* updated class_weight explanation

* glossary_class_weight
jnothman pushed a commit to jnothman/scikit-learn that referenced this pull request Jul 29, 2019
* updated class_weight explanation

* glossary_class_weight
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Glossary doesn't say that class_weight modifies loss function

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