Hi all,
I recently needed to perform some subject independent KFold
cross-validation. To my knowledge this feature isn't in the scikit-learn
yet, so I created a pull-request
<https://github.com/scikit-learn/scikit-learn/pull/4444> with a simple
implementation.
It is similar the original Fold except that it takes as parameter an array
of subjects (similarly to the StratifiedKFold that takes an array of labels
as a parameter) and separate these into K Folds, approximately
equilibrated, where each subject appears only in one fold.
Do you think this would be useful?
Cheers,
Jean
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