dmlc / dmlc/xgboost

CV estimator.

Open
#10,299 0 comments 1 reaction 0 assignees View on GitHub
cross-validation feature-request
Dominant language
C++
Stars
28.8k
Forks
8.9k
Avg merge
1d 12h
Merged PRs (30d)
54

Description

Similar to https://scikit-learn.org/stable/modules/generated/sklearn.linear_model.LogisticRegressionCV.html , we can add sklearn estimators with cross validation enabled by default. Tolerating a small amount of information leak, we can efficiently reuse the quantile sketching result for all cross validation folds, which is difficult to implement with the existing interface.

related:
- https://github.com/dmlc/xgboost/issues/11000

Contributor guide

No contributing guide indexed for this repository

Assessment

This issue has not been assessed yet.

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.