nested_cross_validate

sklears_model_selection

Function nested_cross_validate 

Source 
pub fn nested_cross_validate<E, F, C>(
    estimator: E,
    x: &Array2<Float>,
    y: &Array1<Float>,
    outer_cv: &C,
    inner_cv: &C,
    param_grid: &[ParameterValue],
    param_config: ParamConfigFn<E>,
    scoring: Option<fn(&Array1<Float>, &Array1<Float>) -> f64>,
) -> Result<NestedCVResult>
where
    E: Clone + Fit<Array2<Float>, Array1<Float>, Fitted = F>,
    F: Clone + Predict<Array2<Float>, Array1<Float>> + Score<Array2<Float>, Array1<Float>, Float = f64>,
    C: CrossValidator,
Expand description

Nested cross-validation for unbiased model evaluation with hyperparameter optimization

This implements nested cross-validation which provides an unbiased estimate of model performance by using separate CV loops for hyperparameter optimization (inner loop) and performance estimation (outer loop).