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knightlab-analyses / regression-benchmarking

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Grouped K Fold #9

Closed patrickimran closed 4 years ago

patrickimran commented 4 years ago

Grouped KFold

"The same group will not appear in two different folds (the number of distinct groups has to be at least equal to the number of folds). The folds are approximately balanced in the sense that the number of distinct groups is approximately the same in each fold." See visual

patrickimran commented 4 years ago

I think this was based on a misunderstanding of GroupedKFold, in an attempt to ensure folds were class-balanced in the IMSMS dataset. Closing