madrury / glmnet-python

Wrappers of Jerome Friedman's coordinate-descent Fortran implementation of lasso/elastic net regression from the R "glmnet" package.
GNU General Public License v2.0
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weighted_k_fold should return an object. #3

Closed madrury closed 9 years ago

madrury commented 9 years ago

This object needs and iter method and .n_folds and .shuffle attributes. Essentially the same structure as a sklearn.cross_validation.KFold object.

madrury commented 9 years ago

Implemented KFold class to solve issue.