EpistasisLab / EpistasisLab/tpot

No refit

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Hi, I have a use case where I need to blend/average the models result over cross validation and not refit the entire dataset because my data is temporal with overlaps. I can control the overlap with creating the splits appropriately. However, if the best pipeline is re-fitted on the entire dataset it will re-introduce the overlaps. I was looking to see if tpot does a refit and these have conflicting answers:

https://github.com/EpistasisLab/tpot/issues/673
https://stackoverflow.com/questions/52008298/when-fitting-with-tpot-cv-is-the-fitted-pipeline-retrained-on-the-whole-datase

Thanks for your help

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