Timeseries split #414
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Timeseries split #414
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Yeah... I guess that would be a good idea 🙄 😄 |
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Changes
Created a sub-class of the PySpark ML CrossValidator
(see https://spark.apache.org/docs/latest/api/python/reference/api/pyspark.ml.tuning.CrossValidator.html#pyspark.ml.tuning.CrossValidator)
that replicates the timeseries split method implemented by SKLearn's TimeSeriesSplit
(see https://scikit-learn.org/stable/modules/generated/sklearn.model_selection.TimeSeriesSplit.html)
Linked issues
Resolves #409
Functionality
...............Tests
I created an example notebook where I use the new Cross-Validator to train a GBT regression model on some sample data. Notebook included as a reference example.