[scikit-learn] Nested Leave One Subject Out (LOSO) cross validation with scikit

Andreas Mueller t3kcit at gmail.com
Wed Dec 7 11:33:00 EST 2016



On 12/07/2016 07:41 AM, Ludovico Coletta wrote:
>
> Dear scikit experts,
>
>
> I did as you suggested, but it is not exactly what I would like to do 
> ( I also read this: 
> http://stackoverflow.com/questions/40400351/nested-cross-validation-with-stratifiedshufflesplit-in-sklearn)
>
> Perhaps I should ask my question in another way: it is possible to 
> split the nested cv folds just once? It seems to me that this is not 
> possible, do you have any hints?
>
>
Not sure I understand your question.
You can do a single split by using ShuffleSplit(n_splits=1) for example.
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