i often find myself doing the following for cross-validation. i.e.
estimating the transform from the training set. would this be useful as a
parameter on cross_val_score, gridsearchcv, etc.,. if so i'll send a pr.
----
class NoTransform():
def fit(self, X):
return self
def transform(self, X):
return X
def doCV(clf, X, y, Tx, cvf):
result = []
for train, test in cvf:
if Tx is None:
T = NoTransform()
else:
T = Tx()
result.append((y1[test],
clf.fit(T.fit(X[train]).transform(X[train]),
y[train]).predict(T.transform(X[test]))
))
return result
----
cheers,
satra
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