8000 [MRG] Cross-validation for time series (inserting gaps between the training set and the test set) by WenjieZ · Pull Request #13761 · scikit-learn/scikit-learn · GitHub
[go: up one dir, main page]
Skip to content

[MRG] Cross-validation for time series (inserting gaps between the training set and the test set) #13761

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Closed
wants to merge 17 commits into from
Closed

[MRG] Cross-validation for time series (inserting gaps between the training set and the test set) #13761

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
17 commits
Select commit Hold shift + click to select a range
3d8ccef
add class GapCrossValidator
WenjieZ Apr 29, 2019
9eb8876
simplify GapCrossValidator
WenjieZ Apr 30, 2019
1005dd4
add class GapLeavePOut
WenjieZ Apr 30, 2019
e581b1d
add docstring to GapLeavePOut
WenjieZ Apr 30, 2019
6e04492
add class GapKFold
WenjieZ Apr 30, 2019
f1e8df8
update __init__.py
WenjieZ Apr 30, 2019
b39dda6
add gap_train_test_split
WenjieZ Apr 30, 2019
65678d3
add docstring to gap_train_test_split
WenjieZ Apr 30, 2019
90ffa23
gap_size=0 by default
WenjieZ May 1, 2019
4684821
flake8
WenjieZ May 2, 2019
77d5c84
fix the "scikit-learn.scikit-learn" test
WenjieZ May 2, 2019
6c130f9
fix mark-->mask, add tests for GapCrossValidator
WenjieZ May 6, 2019
1bdaebe
add tests for GapLeavePOut
WenjieZ May 6, 2019
0c376bf
add tests for GapKFold
WenjieZ May 6, 2019
49bc9a0
add tests for gap_train_test_split
WenjieZ May 6, 2019
6a147b8
flake8
WenjieZ May 6, 2019
0f7eb71
use np.nonzero() for boolean indexing
WenjieZ May 10, 2019
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
8 changes: 8 additions & 0 deletions sklearn/model_selection/__init__.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -15,6 +15,10 @@
from ._split import PredefinedSplit
from ._split import train_test_split
from ._split import check_cv
from ._split import GapCrossValidator
from ._split import GapLeavePOut
from ._split import GapKFold
from ._split import gap_train_test_split

from ._validation import cross_val_score
from ._validation import cross_val_predict
Expand Down Expand Up @@ -49,6 +53,10 @@
'StratifiedKFold',
'StratifiedShuffleSplit',
'check_cv',
'GapCrossValidator',
'GapLeavePOut',
'GapKFold',
'gap_train_test_split',
'cross_val_predict',
'cross_val_score',
'cross_validate',
Expand Down
Loading
0