Set weights, but with more sanity checks and unit tests #43
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So about two weeks before @geohardtke made their pull request #38 I actually implemented the same thing (leofidus/lightgbm-rs@a93ed4ce3e5f). Back then I held back on making a PR because I hoped to get #36 and #37 merged first, then because it felt weird to make a competing PR for the same feature. But this version has some better error handling and unit tests, and implements some other things that are technically unrelated.
And since we are now starting to maintain a fork at DeepSignSecurity/lightgbm-rs I felt it was only fair to offer my version here as well.