tutu96177的博客

非时序和时序数据进行交叉验证方法# 设置交叉验证集的折数from sklearn.model_selection import cross_val_score, KFoldkf = KFold(n_splits=10, random_state=42, shuffle=False)# kf = KFold(n_splits=5, random_state=42, shuffle=False...

# 时间序列分割from sklearn.model_selection import TimeSeriesSplittscv = TimeSeriesSplit(max_train_size=None, n_splits=17)def cv_mae_(model, train_X, train_y): “” model: 模型对象 train_X: 训练集 train_y: ...