Lightgbm: How to set weight for each class?

[heroxrq]

I faced a problem to train a 6 classes classifier. Since data is unbalanced and I want to modify the loss function. Can lightgbm set weight of each class like xgboost?

[Laurae2]

Use the weight parameter: https://github.com/Microsoft/LightGBM/blob/master/docs/Parameters.md#weight-data

[unnir]

the link is broken

[guolinke]

@unnir https://github.com/Microsoft/LightGBM/blob/master/docs/Parameters.rst#weight-data