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Add moving window cross-validation #160

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pplonski opened this issue Aug 31, 2020 · 1 comment
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Add moving window cross-validation #160

pplonski opened this issue Aug 31, 2020 · 1 comment
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enhancement New feature or request help wanted Extra attention is needed

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@pplonski
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It can be useful in case of data with time values.

Please take a look at https://scikit-learn.org/stable/modules/generated/sklearn.model_selection.TimeSeriesSplit.html#sklearn.model_selection.TimeSeriesSplit

In such validation, stacking should be disabled.
@pplonski pplonski added enhancement New feature or request help wanted Extra attention is needed labels Aug 31, 2020
@pplonski
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It is possible to do with a custom validation strategy. Fixed with #380.

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@pplonski