I read the implementation of cross-validation splitting and cross-validation. The build_subset() implements a random process to build the subsets and thus, makes sense to run evaluate_one_run() several times in cross-validation. Does the time-series split also require random process? And also, generate_subset_indices() is like test set and generate_subset_inverse() is like train set. So, to respect the time, the subsets are bound to have a non-empty intersection. Am I right?
*Sahil Chaddha* Third Year Undergraduate Student Department of Metallurgy and Materials Engineering IIT Kharagpur, West Bengal - 721302 +91-7872705997, LinkedIn <https://www.linkedin.com/in/sahil-chaddha-a0a376b7/> | Github <https://github.com/Sahil333> On Mon, Aug 7, 2017 at 1:56 PM, Fernando J. Iglesias García < fernando.iglesi...@gmail.com> wrote: > Welcome Sahil! > > Great that you have already successfully set up your dev environment. > > For this particular task, I think it will be useful to get familiar with > Shogun's cross-validation. You could start by checking the related examples > (like this one > <https://github.com/shogun-toolbox/shogun/blob/develop/examples/undocumented/libshogun/splitting_standard_crossvalidation.cpp>). > Then, you can get into understanding how the splitting strategy is > implemented internally (you can find the implementation by following the > appropriate include file from the example). You will also need to > understand details about the time-series splitting strategy, the links in > the github issue will be useful for this. > > After, you should be ready to start implementing the time-series > splitting. Let us know how it goes. > > Hope that helps! > > Cheers, > Fernando. > > On 5 August 2017 at 20:29, sahil chaddha <sahilvs...@gmail.com> wrote: > >> Ma'am/Sir, >> >> I want to work on this https://github.com/shogun >> -toolbox/shogun/issues/3847. But I have no idea where to start. I am new >> to such big projects. Can anyone guide me through it? I have already setup >> the environment, ran tests and examples successfully. >> >> *Sahil Chaddha* >> Fourth Year Undergraduate Student >> Department of Metallurgy and Materials Engineering >> IIT Kharagpur, West Bengal - 721302 >> +91-7872705997 <+91%2078727%2005997>, LinkedIn >> <https://www.linkedin.com/in/sahil-chaddha-a0a376b7/> | Github >> <https://github.com/Sahil333> >> > >