title: How to set weights in multi-class classification in xgboost for imbalanced data?
body: <p>I know that you can set scale_pos_weight for an imbalanced dataset. However, How to deal with the multi-classification problem in the imbalanced dataset. I have gone through <a href="https://datascience.stackexchange.com/questions/16342/unbalanced-multiclass-data-with-xgboost/18823">https://datascience.stackexchange.com/questions/16342/unbalanced-multiclass-data-with-xgboost/18823</a> but don't quite understand how to set weight parameter in Dmatrix. </p>
  
  <p>Can anyone please explain in detail? </p>