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ENH add metadata routing to cross_val* #26896
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@glemaitre @OmarManzoor @thomasjpfan this is ready for review. |
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Just a couple of nitpicks. Otherwise, I am fine with the design.
In the future we could improve:
- the code sharing between
cross-valdiate
andcross_val_predict
- how
_MultiMetricScorer
is passed around. It would make sense to create such instance when checking and passing it around and to create ato_dict
to convert a scorer back to what is needed later on.
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
… into slep6/cross_val
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Generally looks good. Added a few comments.
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A few more comments.
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LGTM. Thanks @adrinjalali
LGTM. Thanks @adrinjalali |
I guess we can promote this to a major feature already. |
Soon I'll update the changelog to create a separate section for SLEP006 @lorentzenchr |
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
This adds metadata routing to
cross_val*
functions.Note that this PR does NOT route metadata for
predict
method of the estimator if any.Closes #13432
Fixes #4632
Fixes #7646
Fixes #20349