I am designing a cross validation module for the statsmodels library and I
am taking inspiration from the sklearn one.
The iterators in the cross validation module require n the number of
samples as variable of the __init__ method.
I am so wondering how can I pass for example cv=LeavePOut(p=5) to the
LassoCV method.
Is it required to know what will the size of the data be in the fit method?
Let me know.
Thanks,
Luca
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