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Custom Validators
1
class
TimeSeriesValidator
(
Validator
):
2
def
create_folds
(
self
,
feature_set
,
splitter
):
3
date
=
feature_set
.
aux
[
'date'
].
sort_values
().
index
.
values
4
for
idx_train
,
idx_test
in
splitter
.
split
(
date
):
5
yield
date
[
idx_train
],
date
[
idx_test
]
Copied!
1
class
GroupValidator
(
Validator
):
2
def
create_folds
(
self
,
feature_set
,
splitter
):
3
y
=
feature_set
.
target
4
group
=
feature_set
.
aux
[
'group'
].
values
5
for
idx_train
,
idx_test
in
splitter
.
split
(
X
=
y
,
y
=
y
,
group
=
group
):
6
yield
idx_train
,
idx_test
Copied!
1
class
GroupMetricValidator
(
Validator
):
2
def
evaluate
(
self
,
y_true
,
y_pred
,
feature_set_fold
):
3
group
=
feature_set_fold
.
aux
[
'group'
].
values
4
return
self
.
metric
(
y_true
,
y_pred
,
group
=
group
)
Copied!
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Stacking
Last modified
1yr ago
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