yohou.model_selection¶

Model selection tools including cross-validation and hyperparameter search.

Name	Description
`BaseSearchCV`	Abstract base class for hyperparameter search with cross-validation.
`GridSearchCV`	Exhaustive search over specified parameter values for a forecaster.
`RandomizedSearchCV`	Randomized search on hyperparameters.
`BaseSplitter`	Base class for yohou time series cross-validation splitters.
`ExpandingWindowSplitter`	Expanding window time series cross-validation splitter.
`SlidingWindowSplitter`	Sliding window time series cross-validation splitter.

Name	Description
`check_cv`	Input checker utility for building a cross-validator.
`check_cv_alignment`	Inspect how a CV splitter's test windows align with a forecasting horizon.
`train_test_split`	Split time series data into temporal train and test sets.
`cross_val_predict`	Generate cross-validated predictions for each fold.
`cross_val_score`	Evaluate a forecaster by cross-validation and return test scores.
`cross_validate`	Evaluate a forecaster by cross-validation and return test scores and timings.