microsoft / FLAML

A fast library for AutoML and tuning. Join our Discord: https://discord.gg/Cppx2vSPVP.
https://microsoft.github.io/FLAML/
MIT License
3.76k stars 495 forks source link

Regression with Grouped kFold CV #1254

Open rsangole opened 8 months ago

rsangole commented 8 months ago

Hello,

I have a regression problem where I need to be able to use a grouped k-fold strategy (sklearn.model_selection.GroupKFold). However, I see in the docs that split_type for regression problems cannot be set to 'group' ?

Is there a way to run a regression problem with a grouped kFold approach in autoML?

Cheers!

sonichi commented 7 months ago

It can be, I believe.