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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.