8000 [MRG] ENH Support split by group in TimeSeriesSplit by tczhao · Pull Request #19496 · scikit-learn/scikit-learn · GitHub
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[MRG] ENH Support split by group in TimeSeriesSplit #19496

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[MRG] ENH Support split by group in TimeSeriesSplit #19496

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tczhao
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@tczhao tczhao commented Feb 19, 2021 •
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What does this implement/fix? Explain your changes.

Support split by groups in TimeSeriesCV. (resolves #14257)

We can have timeseries data that is separated by dates.

The existing sample by record is not feasible when there exist high variance in the volume of data on different dates

Any other comments?

@cmarmo
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cmarmo commented Feb 19, 2021

Hi @tczhao, thanks for your pull request. I believe this is related to issue #14257 , with an open and active pull request #16236. Perhaps you will be able to help testing and commenting there? Thanks for your collaboration.

@tczhao
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tczhao commented Feb 19, 2021

Thanks, wasn't aware of that, will take a look

@tczhao tczhao mentioned this pull request Feb 19, 2021
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@tczhao tczhao changed the title ENH Support split by group in TimeSeriesSplit [MRG] fixes #14257 - Support split by group in TimeSeriesSplit Feb 19, 2021
@tczhao tczhao changed the title [MRG] fixes #14257 - Support split by group in TimeSeriesSplit [MRG] ENH - Support split by group in TimeSeriesSplit Feb 19, 2021
@tczhao tczhao changed the title [MRG] ENH - Support split by group in TimeSeriesSplit [MRG] ENH Support split by group in TimeSeriesSplit Feb 19, 2021
@tczhao tczhao force-pushed the feature/tscv-group branch from c83c2ea to 2a30d5a Compare February 19, 2021 14:03
@tczhao tczhao force-pushed the feature/tscv-group branch from 2a30d5a to 440926a Compare February 19, 2021 14:24
@tczhao tczhao closed this Sep 27, 2021
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Feature request: Group aware Time-based cross validation
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