Nested cross validation with StratifiedShuffleSplit in sklearn
问题 I am working on a binary classification problem and would like to perform the nested cross validation to assess the classification error. The reason why I'm doing the nested CV is due to the small sample size (N_0 = 20, N_1 = 10), where N_0, N_1 are the numbers of instances in 0 and 1 classes respectively. My code is quite simple: >> pipe_logistic = Pipeline([('scl', StandardScaler()),('clf', LogisticRegression(penalty='l1'))]) >> parameters = {'clf__C': logspace(-4,1,50)} >> grid_search =