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Cross-Validation and Hyper-Parameter Tuning - Week 4

Cross-Validation and Hyper-Parameter Tuning - Week 4

Kirill Mishchenko, 26 June 2017

During the fourth week I was working on a class that implements a simple cross-validation strategy. The strategy by itself is not difficult to implement, but supporting different types of machine learning algorithms is a bit tricky. It also would be nice to design a solution that could be re-used by other cross-validation strategies. It takes a bit more time than I initially planed (now I plan to finish it on this week), but hopefully a good design will save some time latter.