Fix/val_sample_weight error for models inherited from RegressionModel

CHANGELOG.md

@@ -7,6 +7,8 @@ but cannot always guarantee backwards compatibility. Changes that may **break co
 
 [Full Changelog](https://github.com/unit8co/darts/compare/0.32.0...master)
 
+- Fix the bug in [#2579 ](https://github.com/unit8co/darts/issues/2579)  that causes an error when `val_sample_weight` is set in the CatBoost and XGBoost models.
+
 ### For users of the library:
 
 **Improved**
@@ -1440,7 +1442,7 @@ ts: TimeSeries = AirPassengers().load()
   ```python
   # Assuming a multivariate TimeSeries named series with 3 columns or variables.
   # To apply fn to columns with names '0' and '2':
-
+  
   #old syntax
   series.map(fn, cols=['0', '2']) # returned a time series with 3 columns
   #new syntax
@@ -1452,13 +1454,13 @@ ts: TimeSeries = AirPassengers().load()
   ```python
   #old syntax
   fillna(series, fill=0)
-
+  
   #new syntax
   fill_missing_values(series, fill=0)
-
+  
   #old syntax
   auto_fillna(series, **interpolate_kwargs)
-
+  
   #new syntax
   fill_missing_values(series, fill='auto', **interpolate_kwargs)
   fill_missing_values(series, **interpolate_kwargs) # fill='auto' by default
@@ -1496,13 +1498,13 @@ ts: TimeSeries = AirPassengers().load()
     ```python
     # old syntax:
     backtest_forecasting(forecasting_model, *args, **kwargs)
-
+    
     # new syntax:
     forecasting_model.backtest(*args, **kwargs)
-
+    
     # old syntax:
     backtest_regression(regression_model, *args, **kwargs)
-
+    
     # new syntax:
     regression_model.backtest(*args, **kwargs)
     ```
@@ -1511,13 +1513,13 @@ ts: TimeSeries = AirPassengers().load()
   ```python
   # old syntax:
   multivariate_model.fit(multivariate_series, target_indices=[0, 1])
-
+  
   # new syntax:
   multivariate_model.fit(multivariate_series, multivariate_series[["0", "1"]])
-
+  
   # old syntax:
   univariate_model.fit(multivariate_series, component_index=2)
-
+  
   # new syntax:
   univariate_model.fit(multivariate_series["2"])
   ```

darts/models/forecasting/regression_model.py

@@ -588,7 +588,7 @@ def _add_val_set_to_kwargs(
             val_weights = val_weights or None
         else:
             val_sets = [(val_samples, val_labels)]
-            val_weights = val_weight
+            val_weights = [val_weight]
 
         val_set_name, val_weight_name = self.val_set_params
         return dict(kwargs, **{val_set_name: val_sets, val_weight_name: val_weights})