I think shuffling is a good idea.

2013/8/20 Olivier Grisel <[email protected]>:
> Wouldn't it be possible to implement a StratifiedKFolds that preserves
> the dependency relationship as much as possible?

I have a KFold that preserves group/sequence structure in seqlearn
[1]. It's not stratified, because the k-fold splitting alone was a
combinatorial optimization problem (I needed to preserve the sequence
structure *exactly*); I opted for shuffling + repeats instead. Maybe
this can serve as inspiration?

[1] https://github.com/larsmans/seqlearn/blob/master/seqlearn/evaluation.py#L90

-- 
Lars Buitinck
Scientific programmer, ILPS
University of Amsterdam

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