allow arbitrary cross validation fold indices #3353
Merged
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folds
parameter intraining.cv
xgboost
cv
allows user to pass scikitlearn split objects or pass a list of indices for each fold. Indices are of the form:The current implementation uses the test indices to form
dtest
and formsdtrain
from all indices that are not in the test indices.An improvement would be to use the passed train indices explicitly (i.e. form
dtrain
from the train indices). This allows completely arbitrary cross validation strategies.