diff --git a/sklearn/model_selection/_split.py b/sklearn/model_selection/_split.py index bae48e5b93d77..b2e0f64af1c9d 100644 --- a/sklearn/model_selection/_split.py +++ b/sklearn/model_selection/_split.py @@ -1183,7 +1183,9 @@ class TimeSeriesSplit(_BaseKFold): The training set has size ``i * n_samples // (n_splits + 1) + n_samples % (n_splits + 1)`` in the ``i`` th split, with a test set of size ``n_samples//(n_splits + 1)`` by default, - where ``n_samples`` is the number of samples. + where ``n_samples`` is the number of samples. Note that this + formula is only valid when ``test_size`` and ``max_train_size`` are + left to their default values. """ def __init__(self, n_splits=5, *, max_train_size=None, test_size=None, gap=0):