K-Folds cross-validator

K-Folds cross-validator provides train/test indices to split data in train/test sets. Split dataset into k consecutive folds (without shuffling by default).

Each fold is then used once as a validation while the k - 1 remaining folds form the training set.

from miml.model_selection import KFold

X = np.array([[1, 2], [3, 4], [1, 2], [3, 4]])
y = np.array([1, 2, 3, 4])
kf = KFold(n_splits=2)
kf.get_n_splits(X)

print(kf)
for train_index, test_index in kf.split(X):
    print("TRAIN:", train_index, "TEST:", test_index)
    X_train, X_test = X[train_index], X[test_index]
    y_train, y_test = y[train_index], y[test_index]

>>> run script...
Base cross validation class
('TRAIN:', array([2, 3]), 'TEST:', array([0, 1]))
('TRAIN:', array([0, 1]), 'TEST:', array([2, 3]))