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>
>>
>
>

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