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https://issues.apache.org/jira/browse/IGNITE-8668?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Anton Dmitriev updated IGNITE-8668:
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Description:
Cross validation is a well knows approach that allows to avoid overfitting and
therefore improve model quality. K-fold cross validation is based on splitting
dataset on _k_ disjoint subsets and using _k-1_ of them as train subset and the
remaining subset for test (with all possible combinations).
The goal of this task is to implement K-fold cross validation based on an
ability to filter dataset added recently in IGNITE-8666.
> K-fold cross validation of models
> ---------------------------------
>
> Key: IGNITE-8668
> URL: https://issues.apache.org/jira/browse/IGNITE-8668
> Project: Ignite
> Issue Type: New Feature
> Components: ml
> Reporter: Yury Babak
> Assignee: Anton Dmitriev
> Priority: Major
> Fix For: 2.6
>
>
> Cross validation is a well knows approach that allows to avoid overfitting
> and therefore improve model quality. K-fold cross validation is based on
> splitting dataset on _k_ disjoint subsets and using _k-1_ of them as train
> subset and the remaining subset for test (with all possible combinations).
> The goal of this task is to implement K-fold cross validation based on an
> ability to filter dataset added recently in IGNITE-8666.
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