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[python-package] column in 'weight_column' is still included in features #6856

@Fearycxy

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@Fearycxy

I have a big file for training and validation, it's too big so I can not load it into memory directly like pandas. So I usetrain_data = lightgbm.Dataset(train_data_path, params=lgbm_params) to load it. I want to set the weight cols, but seems lightgbm always take the weighit col as feature cols, how can I remove it from the featur list, I tried to use ignore_column, it doesn't work.I know lightgbm will not use it in training, but I have to pass the weight when I try to inference.

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