> ## Documentation Index
> Fetch the complete documentation index at: https://nixtlaverse.nixtla.io/llms.txt
> Use this file to discover all available pages before exploring further.

# Sample weights

> Provide a column to pass through to the underlying models as sample
> weights

## Data setup

```python theme={null}
import numpy as np
from mlforecast.utils import generate_daily_series
```

```python theme={null}
series = generate_daily_series(2)
series['weight'] = np.random.default_rng(seed=0).random(series.shape[0])
series.head(2)
```

|   | unique\_id | ds         | y        | weight   |
| - | ---------- | ---------- | -------- | -------- |
| 0 | id\_0      | 2000-01-01 | 0.357595 | 0.636962 |
| 1 | id\_0      | 2000-01-02 | 1.301382 | 0.269787 |

## Creating forecast object

```python theme={null}
import lightgbm as lgb
from sklearn.linear_model import LinearRegression

from mlforecast import MLForecast
```

```python theme={null}
fcst = MLForecast(
    models={
        'lr': LinearRegression(),
        'lgbm': lgb.LGBMRegressor(verbosity=-1),
    },
    freq='D',
    lags=[1],
    date_features=['dayofweek'],
)
```

## Forecasting

You can provide the `weight_col` argument to `MLForecast.fit` to
indicate which column should be used as the sample weights.

```python theme={null}
fcst.fit(series, weight_col='weight').predict(1)
```

|   | unique\_id | ds         | lr       | lgbm     |
| - | ---------- | ---------- | -------- | -------- |
| 0 | id\_0      | 2000-08-10 | 3.336019 | 5.283677 |
| 1 | id\_1      | 2000-04-07 | 3.300786 | 4.230655 |

## Cross validation

You can provide the `weight_col` argument to
`MLForecast.cross_validation` to indicate which column should be used as
the sample weights.

```python theme={null}
fcst.cross_validation(series, n_windows=2, h=1, weight_col='weight')
```

|   | unique\_id | ds         | cutoff     | y        | lr       | lgbm     |
| - | ---------- | ---------- | ---------- | -------- | -------- | -------- |
| 0 | id\_0      | 2000-08-08 | 2000-08-07 | 3.436325 | 2.770717 | 3.242790 |
| 1 | id\_1      | 2000-04-05 | 2000-04-04 | 2.430276 | 2.687932 | 2.075247 |
| 2 | id\_0      | 2000-08-09 | 2000-08-08 | 4.136771 | 3.095140 | 4.239010 |
| 3 | id\_1      | 2000-04-06 | 2000-04-05 | 3.363522 | 3.016661 | 3.436962 |