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Combinatorial Purged Cross-Validation strategy

See original GitHub issue

Describe the workflow you want to enable

Hi. Is it worth adding CPCV(Combinatorial Purged Cross-Validation) in the list of model_selection members?

About CPCV: https://stats.stackexchange.com/questions/443159/what-is-combinatorial-purged-cross-validation-for-time-series-data

Describe your proposed solution

If it is welcomed, I am happy to make a pull request.

Describe alternatives you’ve considered, if relevant

No response

Additional context

No response

Issue Analytics

State:
Created 2 years ago
Comments:8 (4 by maintainers)

Top GitHub Comments

1reaction

glemaitrecommented, Jan 29, 2022

One such example: https://github.com/scikit-learn/scikit-learn/issues/14257

0reactions

r-matsuzakacommented, Jan 29, 2022

Thanks

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