Add SplineCV: a cross-validated Spline #185
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@santisoler finally had some time to finish this PR. Would you mind taking a look at it? I didn't edit the tutorial because I'm thinking that we should split the "Model Selection" tutorial into "Model Performance" and "Model Tuning". The first only focuses on running |
leouieda
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May 15, 2019
The previous model selection tutorial covered both scoring and automatic tuning. Separate into two tutorials "Evaluating Performance" and "Model Selection" so they are both shorter. Include a section in "Model Selection" about the new `SplineCV` class from #185.
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Sorry for missing the review! Great to have this merged! Nice work @leouieda! |
leouieda
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May 16, 2019
The previous model selection tutorial covered both scoring and automatic tuning. Separate into two tutorials "Evaluating Performance" and "Model Selection" so they are both shorter. Include a section in "Model Selection" about the new `SplineCV` class from #185.
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The
SplineCVclass perfoms grid search cross-validation to auto-tune aSpline.It uses
cross_val_scoreto cross-validate and can be configured to run in parallelwith a
dask.distributed.Clientand take different scikit-learn splitters besidesKFold. Tested on the checkerboard function and add a gallery example using theTexas temperature data.
Reminders
make formatandmake checkto make sure the code follows the style guide.doc/api/index.rstandverde/__init__.py.