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Cross-Validation and Hyper-Parameter Tuning - Week 5

Cross-Validation and Hyper-Parameter Tuning - Week 5

Kirill Mishchenko, 03 July 2017

During the fifth week I was primarily working on a cross-validation infrastructure and the simple cross-validation strategy. The main part of the work has been done, and now it is in the review stage (#1044).

The next task is to implement k-fold cross-validation strategy. Luckily, almost all secondary stuff is implemented, and coding can be focused on the strategy itself. The main challenge here is to avoid creating multiple copies of data while preparing different subsets.