Cross-validation wrappers

dssg / UPSG

A set of tools and conventions to help data scientists share code

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Cross-validation wrappers #21

Open zar1 opened 9 years ago

zar1 commented 9 years ago

Currently, we hardcode model.cross_validation.CrossValidationScore to use sklearn.cross_validation.KFold. We should be able to wrap around arbitrary sklearn cross-validators

zar1 commented 9 years ago

In particular, cross-validation by time. Relatedly, we should be able to train/test split by time.