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Is there a way to perform k-fold cross validation with this setup?
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Inspired by the implementation of `GroupTimeSeriesSplit` (#537) I would like to propose adding `PurgedGroupTimeSeriesSplit` to the cross-validation (CV) strategies in `scikit-lego`. `PurgedGroupTimeSe…
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Thanks for the package! I have a question about the algorithm.
In the paper the algorithm states that regularization parameter mu is set before the for loop and so every bootstrap sample is using …
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TestNG testcase : glm_neg_testcase_144
Priors = 0.5 and family = gaussian
Doesn't error out that Priors works only for Binomial
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Validate Parameters object with testcase: glm_…
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Prophet comes with built in cross validation functionality. However this is handled differently to the traditional method used and is not compatible with the other ML metrics which can make the estima…
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sklearn 0.20.1
code to reproduce (plot_roc.py + comparisons to roc_auc_score):
```py
"""
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Receiver Operating Characteristic (ROC)
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I have realised that the create_splits_seq.py is not creating independent test sets. For example, when I run:
python create_splits_seq.py --task custom_1vsall --seed 1 --label_frac 1 --val_frac 0.2…
scjjb updated
2 years ago
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To my knowledge, cross-validation needs sparate test dataset.
Here is the cross validation workflow.
![cross_validation](https://scikit-learn.org/stable/_images/grid_search_cross_validation.png)
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Original [issue 228](https://code.google.com/p/cleartk/issues/detail?id=228) created by ClearTK on 2011-02-07T21:14:35.000Z:
So I've been playing around with the evaluation package, and it feels pret…
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Hey @rasbt
I'm strangling to find the best features & tuning using `SequentialFeatureSelector` and `GridSearchCV`.
I would like to test for each of my `param_grid` the best combinaison of featu…