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 values to documentation #2

Closed casper-hansen closed 5 years ago

casper-hansen commented 5 years ago
    Returns
    -------
    It will not return directly the values, but it's accessable from the class object it self.
    You should be able to access:

    variance
        Model variance by numpy.var()

    outer_scores 
        Outer score List.

    best_inner_score_list 
        Best inner scores for each outer loop

    best_params 
        All best params from each inner loop cumulated in a dict

    best_inner_params_list 
        Best inner params for each outer loop as an array of dictionaries
    '''
casper-hansen commented 5 years ago

Added to documentation