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Andrew Doherty

06/30/2023, 9:02 AM
Hi all, I was wondering if an equivalent to
StatsForecast.cross_validation_fitted_values
will be implemented in MLForecast? I want to get a measure of how much my model is overfitting when tuning. Cheers, Andrew
j

José Morales

07/04/2023, 4:48 AM
Hey. I've created this issue to implement it. You can subscribe to it to be notified when it's added
🙌 1
Just published v0.7.4 with this feature
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Andrew Doherty

07/05/2023, 10:01 AM
Brilliant @José Morales. Thanks for the very quick turnaround. I'll test it shortly.
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