scikit-learn GridSearchCV with multiple repetitions
问题 I\'m trying to get the best set of parameters for an SVR model. I\'d like to use the GridSearchCV over different values of C . However, from previous test I noticed that the split into Training/Test set higlhy influence the overall performance (r2 in this instance). To address this problem, I\'d like to implement a repeated 5-fold cross validation (10 x 5CV). Is there a built in way of performing it using GridSearchCV ? QUICK SOLUTION: Following the idea presented in the sci-kit offical