casper-hansen / Nested-Cross-Validation

Nested cross-validation for unbiased predictions. Can be used with Scikit-Learn, XGBoost, Keras and LightGBM, or any other estimator that implements the scikit-learn interface.
MIT License
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Add return of best model #10

Open casper-hansen opened 5 years ago

casper-hansen commented 5 years ago

This is useful, if someone wants to use the model instead of the parameters, or if someone would want to deploy the model they get out of nested cross-validation.