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K fold use options

What inspired this wish list request? I don't use K fold validation as much as I feel I could due to the fact that it returns the best fitting fold, so I feel the model is showing better than I will see in "production".

 

 

What is the improvement you would like to see?

I would like to be able to have options on which fold to report such as best, worse, average/median, or even all (though this could be a dangerous option for large K folds)

 

 

Why is this idea important? K fold validation is a powerful tool available for both std and pro users but can be overly optimistic with the current options.