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I'm working with a highly zero-inflated dataset. Because of this, I'm using a custom defined zero-stratified CV splitter in my sklearn pipeline.
Currently, MAPIE does not seem to support non-BaseCrossValidator CV methods, which means that if I try to run e.g. MapieRegressor with cv=10 some of the folds are nearly all zeros - resulting in some very unrealistic lower bounds for the PI estimates.
Would it be possible to add support for user-defined CV splitters?
The text was updated successfully, but these errors were encountered:
I'm working with a highly zero-inflated dataset. Because of this, I'm using a custom defined zero-stratified CV splitter in my sklearn pipeline.
Currently, MAPIE does not seem to support non-BaseCrossValidator CV methods, which means that if I try to run e.g.
MapieRegressor
withcv=10
some of the folds are nearly all zeros - resulting in some very unrealistic lower bounds for the PI estimates.Would it be possible to add support for user-defined CV splitters?
The text was updated successfully, but these errors were encountered: