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                                            Kaiwei Ang

How to give sample weights?

@mfeurer Hi, regarding passing the right sample weights, I'm thinking we can leverage the index from `pandas.DataFrame` or `pandas.Series`. Currently, it can be done in sklearn's `GridSearchCV` (see [https://stackoverflow.com/questions/49581104/sklearn-gridsearchcv-not-using-sample-weight-in-score-function?answertab=active#tab-top](url) I...