tidymodels / tidymodels/rsample

Feature: New group aware time-based cross validation

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feature
Dominant language
R
Stars
343
Forks
67
Avg merge
1h 9m
Merged PRs (30d)
2

Description

There are situations when sliding_period or group_vfold_cv is not exactly what is needed for a good cross validation.

I've seen some libraries in python implementing GroupTimeSeriesSplit:

They are based on some kaggle notebooks and stackoverflow answers:

I also see that this feature is currently being developed in scikit-learn:

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by reading the existing sliding_period and group_vfold_cv entry points in rsample, then compare their behavior with the linked GroupTimeSeriesSplit implementations. Done means the project has a defined and implemented group-aware, time-based cross-validation feature with coverage for its intended resampling behavior.

Written by the indexing model from the issue text.

Assessment

Tech stack
python, r
Domain
machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
30/100

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