[scikit-learn] RidgeCV and cv=LeaveOneGroupOut

Christophe Pallier christophe at pallier.org
Wed Aug 8 04:39:47 EDT 2018


I do not manage to find out how to use a LeaveOneGroupOut crossvalidation
stratergy with RidgeCV. The problem is that I do not see how to pass the
groups mapping.

Any hint?
The approach by GridSearch is way to slow to be practical.

Thanks in advance!

PS: Thanks Alex for the response to my previous question. By the way, the
context is fMRI data, so I am running the Ridge regression in about 200.000

Christophe Pallier <christophe at pallier.org>
INSERM-CEA Cognitive Neuroimaging Lab, Neurospin, bat 145,
91191 Gif-sur-Yvette Cedex, France
Tel: 00 33 1 69 08 79 34
Personal web site: http://www.pallier.org
Lab web site: http://www.unicog.org
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