Weighting functions
timecave.validation_methods.weights
This module contains built-in functions to compute weights for validation methods that so require.
Functions:
| Name | Description |
|---|---|
constant_weights |
Generates constant weights (i.e. every fold is weighted equally). |
linear_weights |
Folds are weighted linearly. |
exponential_weights |
Folds are weighted exponentially. |
Notes
Users may write their own weighting function and pass it as an argument to a validation method class. However, to make sure that the user-defined function is compatible with TimeCaVe, the function signature must match those of the functions provided herein.