from sklearn.model_selection import LeaveOneGroupOut, cross_val_score class ModelValidation: def __init__(self, X, y, group_variable=None, cv_name="loso"): self.model = None self.cv = None idx_common = X.index.intersection(y.index) self.y = y.loc[idx_common, "NA"] # TODO Handle the case of multiple labels. self.X = X.loc[idx_common] self.groups = self.y.index.get_level_values(group_variable) self.cv_name = cv_name print("ModelValidation initialized.") def set_cv_method(self): if self.cv_name == "loso": self.cv = LeaveOneGroupOut() self.cv.get_n_splits(X=self.X, y=self.y, groups=self.groups) print("Validation method set.") def cross_validate(self): print("Running cross validation ...") if self.model is None: raise TypeError( "Please, specify a machine learning model first, by setting the .model attribute. " "E.g. self.model = sklearn.linear_model.LinearRegression()" ) if self.cv is None: raise TypeError( "Please, specify a cross validation method first, by using set_cv_method() first." ) if self.X.isna().any().any() or self.y.isna().any().any(): raise ValueError( "NaNs were found in either X or y. Please, check your data before continuing." ) return cross_val_score( estimator=self.model, X=self.X, y=self.y, groups=self.groups, cv=self.cv, n_jobs=-1, scoring="r2", )