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DOC Link to right user guide section in StratifiedGroupKFold docstring (#29447)
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sklearn/model_selection/_split.py

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@@ -863,15 +863,15 @@ class StratifiedGroupKFold(GroupsConsumerMixin, _BaseKFold):
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Each group will appear exactly once in the test set across all folds (the
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number of distinct groups has to be at least equal to the number of folds).
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The difference between :class:`~sklearn.model_selection.GroupKFold`
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and :class:`~sklearn.model_selection.StratifiedGroupKFold` is that
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The difference between :class:`GroupKFold`
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and `StratifiedGroupKFold` is that
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the former attempts to create balanced folds such that the number of
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distinct groups is approximately the same in each fold, whereas
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StratifiedGroupKFold attempts to create folds which preserve the
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`StratifiedGroupKFold` attempts to create folds which preserve the
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percentage of samples for each class as much as possible given the
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constraint of non-overlapping groups between splits.
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Read more in the :ref:`User Guide <cross_validation>`.
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Read more in the :ref:`User Guide <stratified_group_k_fold>`.
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For visualisation of cross-validation behaviour and
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comparison between common scikit-learn split methods

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