fix: guard against n_splits > n_samples in rolling-origin CV#315
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drussellmrichie wants to merge 1 commit intolarsiusprime:masterfrom
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fix: guard against n_splits > n_samples in rolling-origin CV#315drussellmrichie wants to merge 1 commit intolarsiusprime:masterfrom
drussellmrichie wants to merge 1 commit intolarsiusprime:masterfrom
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When a model group has very few training samples (e.g. sparse commercial or post-valuation sub-models), KFold raises ValueError if n_splits exceeds the number of rows. Cap n_splits at len(X) and return a penalty MAPE of 1.0 when fewer than 2 samples are available, so Optuna can still complete gracefully. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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Problem
_lightgbm_rolling_origin_cvcrashes whenn_splitsexceeds the number of samples in the dataset. This happens with small model groups (e.g. a locality with very few sales in a given segment).Fix
Clamp
n_splitston_samplesat the top of the function. If the clamped value is less than 2 (not enough for CV), emit aUserWarningand return a penalty MAPE of 1.0 rather than crashing.