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Weights for data instances

Users can give a weight to each data instance.

You must store weights in a separated file and specify -W your_weight_file. This setting is different from earlier versions where weights are in the first column of training data.

Training/testing sets are the same as those for standard LIBSVM/LIBLINEAR.

We do not support weights for test data.

All solvers are supported.

Matlab/Python interfaces for both LIBSVM/LIBLIENAR are supported.

We are interested in successful stories of using instance weights. Please keep us informed.

Author: Ming-Wei Chang, Hsuan-Tien Lin, Ming-Hen Tsai, Chia-Hua Ho and Hsiang-Fu Yu.

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