I am using XGBClassifier to model an unbalanced multiclass target. I have a few questions:
First I would like to now where should I use the parameter
weight=: on the instantion of the classifier or on the
fitstep of the pipeline?
Second question is how I calculate a weights. I assume that the sum of the array should be 1.
Third: Is there any order of the weight array that maps the diferent label classes?
Thank you all in advance