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[7.x][ML] Stratified cross validation split for classification (#54087) #54104

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dimitris-athanasiou
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As classification now works for multiple classes, randomly
picking training/test data frame rows is not good enough.
This commit introduces a stratified cross validation splitter
that maintains the proportion of the each class in the dataset
in the sample that is used for training the model.

Backport of #54087

…ic#54087)

As classification now works for multiple classes, randomly
picking training/test data frame rows is not good enough.
This commit introduces a stratified cross validation splitter
that maintains the proportion of the each class in the dataset
in the sample that is used for training the model.

Backport of elastic#54087
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Pinging @elastic/ml-core (:ml)

@dimitris-athanasiou dimitris-athanasiou merged commit c141c1d into elastic:7.x Mar 24, 2020
@dimitris-athanasiou dimitris-athanasiou deleted the stratified-sampling-for-classification-7x branch March 24, 2020 16:47
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2 participants