Cross Validation Metrics

[jmrichardson]

Hi,

It appears the metrics for cross validation by fold are aggregated (averaged) and stored in the log file. Is there a way to also log each fold metric? It would also be great to log the standard deviation to account for model robustness.

[sonichi]

Good suggestion. @skzhang1 could you follow up with @jmrichardson on how to do it?

@jmrichardson I'm also curious about your use case. Can we chat on gitter?

[skzhang1]

@Sonich Sure, I have posted a PR to support a customized cross-validation strategy.
@jmrichardson Thanks for your suggestion. We will update the main branch to support this new feature after checking.