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Train on earlier data, test on later data

Source: R/validation.R
temporal_validate.Rd

Train on earlier data, test on later data

Usage

temporal_validate(
  fit_fn,
  predict_fn,
  X,
  y,
  date_col,
  split_date = NULL,
  split_quantile = 0.7,
  scoring = "roc_auc"
)

Arguments

fit_fn, predict_fn

As in cross_validate.

X

Data frame including date_col.

y

Target vector.

date_col

Name of date column in X.

split_date

Date to split on, or NULL.

split_quantile

Quantile of dates (if split_date is NULL).

scoring

Scoring metric.