dotnet / dotnet/machinelearning
CrossValidation and TrainTest for AnomalyDetection
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api-suggestion
area-Core
enhancement
Priority:2
- Dominant language
- C#
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Description
There are two extensions for training, `TrainTestSplit` and `CrossValidation`, that are not clearly suited for `AnomalyDetection` as written.
`TrainTestSplit` is available in `AnomalyDetection` as it's in the `TrainerCatalogBase`, but anomaly detection scenarios often have structured data (e.g. time series) that we don't handle. Do we disable `TrainTestSplit` for `AnomalyDetection`? Do we add support for some sorts of structured data different than we have now? Do we assume that all structural problems can be solved with a `SamplingKeyColumn`?
`CrossValidation` is not supported, but could be supported, should we solve the `TrainTestSplit` issue.
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