Use other cross validation methods

hyperopt / hyperopt-sklearn

Hyper-parameter optimization for sklearn

hyperopt.github.io/hyperopt-sklearn

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Use other cross validation methods #157

Open TKlerx opened 4 years ago

TKlerx commented 4 years ago

Hi there,

Is there a way to specify my own cross validation object, e.g. sklearn.model_selection.GroupKFold? If I don't use GroupKFold the model will definitely overfit for my dataset.

snovaisg commented 2 years ago

Any updates on this?