Tests for regression metrics with weights.

[Roffild]

Tests for regression metrics with weights.

[trivialfis]

Thanks for adding tests! Could you please rebase to latest master branch?

[Roffild]

At the time of publication, this was the last commit to master.

Github adds all missed commits to the pull request.

[codecov-io]

Codecov Report

Merging #6729 (00a2121) into master (a4101de) will increase coverage by 0.10%.
The diff coverage is 86.39%.

@@            Coverage Diff             @@
##           master    #6729      +/-   ##
==========================================
+ Coverage   81.55%   81.65%   +0.10%     
==========================================
  Files          13       13              
  Lines        3719     3800      +81     
==========================================
+ Hits         3033     3103      +70     
- Misses        686      697      +11     

Impacted Files	Coverage Δ
python-package/xgboost/data.py	62.63% <77.77%> (+0.07%)	⬆️
python-package/xgboost/sklearn.py	90.14% <80.55%> (-0.56%)	⬇️
python-package/xgboost/core.py	82.39% <85.10%> (+0.54%)	⬆️
python-package/xgboost/dask.py	82.57% <90.66%> (-0.10%)	⬇️
python-package/xgboost/training.py	95.60% <100.00%> (+0.28%)	⬆️

---

Continue to review full report at Codecov.

Legend - Click here to learn more
Δ = absolute <relative> (impact), ø = not affected, ? = missing data
Powered by Codecov. Last update c375173...00a2121. Read the comment docs.

[trivialfis]

Thanks for the PR!