Create a split class which is CV splitter compatible.
Sketch of it could be:
class TimeBasedCVSplitter(TimeBasedSplit):
...
# init requires a start and an end date
def split(self, X, y):
return super().split(..., self.start, self.end)
def get_n_splits(self):
len(tuple(self._splits_from_period(self.start, self.end))
Depends on the support of TimeBasedSplit(...).split(...) for start and end dates in #9.
Create a split class which is CV splitter compatible.
Sketch of it could be:
Depends on the support of
TimeBasedSplit(...).split(...)for start and end dates in #9.