byu-dml / metalearn

BYU's python library of useable tools for metalearning
MIT License
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ROCAUC and Cross Validation #191

Open bjschoenfeld opened 5 years ago

bjschoenfeld commented 5 years ago

We have decided to just use sklearn's cross validate functionality and set return_estimator=True. With the estimator, we can call predict twice, once to get the scores we now compute and once to get the probabilities to compute roc auc metrics.