Closed tmontana closed 4 years ago
Right now, as default the 5-fold cross-validation is used for assesing model's performance. To change this behavior we need to add validation variable to AutoML interface.
This can be done by setting the _validation
variable after AutoML
object is constructed. Example:
automl = AutoML()
automl._validation = {"validation_type": "kfold", "k_folds": 5, "shuffle": False}
automl.fit(X, y)
When dealing with time series data it is important to not shuffle rows when performing cross-validation. Would be good to have that as an option.