Ok, you have a point (or rather 2 points). +1 for shuffling.

----- Original message -----
> On Tue, Aug 20, 2013 at 5:23 PM, Joel Nothman
> <[email protected]>wrote:
> 
> > On Tue, Aug 20, 2013 at 5:12 PM, Gael Varoquaux <
> > [email protected]> wrote:
> > 
> > > > Currently, there is a reliance on the order of the data.
> > > 
> > > Standard K-fold cross-validation relies on the order of the data, and
> > > that might be a good thing, if it reflects the dependency structure
> > > of the observations.
> > > 
> > 
> > Seeing as it does a [fold_no::n_folds] sample, I don't think you're
> > going to capture a dependency structure.
> > 
> 
> (And that is preceded by an unstable argsort.)


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