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aerdem4 / lofo-importance

Leave One Feature Out Importance
MIT License
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add groups support for splits in cross_validate #58

Closed KananMahammadli closed 6 months ago

KananMahammadli commented 6 months ago

Currently, the LofoImportance class doesn't support cross-validation with groups. For example, if we work with sales demand forecasting and data contains multiple items, then each validation data should contain sold items, i,e. groups. Therefore, the purpose of this PR is to enable LofoImportance to work directly with sklearn's GroupKFold or mlextend's GroupTimeSeriesSplit as cross_validate function from sklearn supports passing groups argument.

KananMahammadli commented 6 months ago

PR serving same PR had been opened by another user