How is the parameter "weight" (DMatrix) used in the gradient boosting procedure (xgboost)? : <p>In xgboost it is possible to set the parameter <code>weight</code> for a <code>DMatrix</code>. This is apparently a list of weights wherein each value is a weight for a corresponding sample. 
I can't find any information on how these weights are actually used in the gradient boosting procedure. Are they related to <code>eta</code> ? </p>

<p>For example, if I would set <code>weight</code> to 0.3 for all samples and <code>eta</code> to 1, would this be the same as setting <code>eta</code> to 0.3 and <code>weight</code> to 1?</p>
