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.
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Add support for other ways of splitting data (Only KFold is supported) #7
It should be possible to input either a number (where KFold will be default, like it is now) or other ways of splitting the data, e.g. Leave-One-Out, Stratified KFold etc. (check here).
casper-hansen
commented
5 years ago
It should be possible to input either a number (where KFold will be default, like it is now) or other ways of splitting the data, e.g. Leave-One-Out, Stratified KFold etc. (check here).