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Ability to define probability per feature when using feature sub-sampling. #3754

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thvasilo opened this issue Oct 4, 2018 · 1 comment · Fixed by #5962
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Ability to define probability per feature when using feature sub-sampling. #3754

thvasilo opened this issue Oct 4, 2018 · 1 comment · Fixed by #5962
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feature-request

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@thvasilo
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thvasilo commented Oct 4, 2018

In the discussion forum the ability to define the probability of each feature being selected when col_sample is being used has been requested a few times recently [1].

I'm opening this issue to discuss whether the contributors consider this feature important enough to be included in the main distribution, and to work on the design and implementation if we agree on starting development.

[1] https://discuss.xgboost.ai/t/sampsize-by-strata-in-subsample/281
@thvasilo thvasilo mentioned this issue Oct 4, 2018
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@hcho3 hcho3 mentioned this issue Feb 15, 2020
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@oren0e
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oren0e commented May 1, 2020

Hi,
Is there any progress or ETA regarding this feature addition?

@trivialfis trivialfis mentioned this issue Jul 30, 2020
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Feature weights trivialfis/xgboost
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