"add_weight" to the Mlforecast_Objective

[blackhole-canada]

Hello :) Is it possible to have the weight_col on the mlforecast_objective, or does it already exist and possible to use? I checked the source function and seems like it is not exisiting. I am using it for the cross validation and the fit but I am using the mlforecast_objective for the hyperaparameter tuning and it will be nice if I can use it during parameter tuning as well.

[jmoralez]

Hey. Do you mean weight_col?

[blackhole-canada]

Sorry, yes the weight_col