Hi Mamun,

If your cluster labels are known, you can use the LabelShuffleSplit
ore LeavePLabelOut cross-validation generators.

HTH,
Vlad

On Fri, Feb 5, 2016 at 10:05 AM, Mamun Rashid <mamunbabu2...@gmail.com> wrote:
> Hi Folks,
> I have a two class classification problem where the positive labels reside in 
> clusters.
> A traditional cross validation approach is not aware of this issue and splits 
> data points from a cluster in to training and test set giving rise to strong 
> classification performance.
> I have written a custom cross validation routine where I hold data points 
> from each cluster either in training or in test set (never allowing them to 
> split). Finally I retrain the a
> Random forest classifier using all the positive set.
>
> My question is :
> - Can I somehow tune the parameters for a RFC for train the final classifier 
> using these tuned parameters.
>
> I do understand that GridSearchCV or Randomised parameter optimisation allows 
> to do this but it follows a traditional CV and splits the clusters I 
> mentioned earlier.
>
>
> Thanks in advance.
>
> Mamun
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