BayesSearchCV of LGBMregressor: how to weight samples in both training and CV scoring?

Question

While optimizing LightGBM hyperparameters, I'd like to individually weight samples during both training and CV scoring. From the BayesSearchCV docs, it seems that a way to do that could be to insert a LGBMregressor sample_weight key into the BayesSearchCV fit_params option. But this is not clear because both BayesSearchCV and LGBMregressor have fit methods.

To which fit method is the BayesSearchCV fit_params going? And is using fit_params really the way to weight samples during both training and CV scoring?

Answer 1

Based on the documentation I believe fit_params is passed as an argument upon BayesSearchCV() instantiation, not when the .fit() method is called.