That's going a bit overboard here. A stratified K fold which preserves
ordered groups just requires running KFold over samples by target value and
merging across target values.
On Tue, Aug 20, 2013 at 6:06 PM, Lars Buitinck <[email protected]> wrote:
> I think shuffling is a good idea.
>
> 2013/8/20 Olivier Grisel <[email protected]>:
> > Wouldn't it be possible to implement a StratifiedKFolds that preserves
> > the dependency relationship as much as possible?
>
> I have a KFold that preserves group/sequence structure in seqlearn
> [1]. It's not stratified, because the k-fold splitting alone was a
> combinatorial optimization problem (I needed to preserve the sequence
> structure *exactly*); I opted for shuffling + repeats instead. Maybe
> this can serve as inspiration?
>
> [1]
> https://github.com/larsmans/seqlearn/blob/master/seqlearn/evaluation.py#L90
>
> --
> Lars Buitinck
> Scientific programmer, ILPS
> University of Amsterdam
>
>
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