Class NFoldSplitter

source code

Generic N-fold data splitter.

Provide folding splitting. Given a dataset with N chunks, with cvtype=1 (which is default), it would generate N splits, where each chunk sequentially is taken out (with replacement) for cross-validation. Example, if there is 4 chunks, splits for cvtype=1 are:

[[1, 2, 3], [0]] [[0, 2, 3], [1]] [[0, 1, 3], [2]] [[0, 1, 2], [3]]

If cvtype>1, then all possible combinations of cvtype number of chunks are taken out for testing, so for cvtype=2 in previous example:

[[2, 3], [0, 1]] [[1, 3], [0, 2]] [[1, 2], [0, 3]] [[0, 3], [1, 2]] [[0, 2], [1, 3]] [[0, 1], [2, 3]]