Skip to content

fix: guard against n_splits > n_samples in rolling-origin CV #315

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Open
drussellmrichie wants to merge 1 commit into
base: master
Choose a base branch
from
+10 −0
Open

fix: guard against n_splits > n_samples in rolling-origin CV #315

Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
10 changes: 10 additions & 0 deletions openavmkit/tuning.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -485,6 +485,16 @@ def _catboost_rolling_origin_cv(


def _lightgbm_rolling_origin_cv(X, y, params, n_splits=5, random_state=42, cat_vars=None):
n_samples = len(X)
n_splits = min(n_splits, n_samples)
if n_splits < 2:
import warnings
warnings.warn(
f"Not enough samples ({n_samples}) for cross-validation with n_splits={n_splits}. "
"Returning penalty MAPE of 1.0.",
UserWarning,
)
return 1.0
kf = KFold(n_splits=n_splits, shuffle=True, random_state=random_state)
mape_scores = []

Expand Down
Loading