vgupta1 / DDUS.jl

Data-driven Uncertainty Sets for the JuMPeR framework
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Cross-Validation for choosing epsilon/alpha/set #3

Open vgupta1 opened 9 years ago

vgupta1 commented 9 years ago

As discussed in the paper, it'd be nice to set up a general facility for using cross-validation (leveraging MLBase) to

@IainNZ I'd be interested in your thoughts on what the architecture might look like to do this....

In the meantime, it's on my todo list to write an explicit example to doing this in an adhoc way for a set.