holukas/diive

use TimeSeriesSplits as cross-validator during feature reduction, combine with permutation importance

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holukas commented
use TimeSeriesSplits as cross-validator during feature reduction, combine with permutation importance
holukas commented

I think that TimeSeriesSplits is more suitable for testing a model for its performance in predicting future values. Will be used elsewhere.

holukas commented

Closing, will not be implemented in the context of feature reduction.