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Splitting data for in-sample forecasting

Open valer1435 opened this issue 2 years ago • 0 comments

Due to some insafe emerged by splitting data with validation_blocks > 1 target in test data can be not obvious leak target into features. This behaviour tend to data leaks in some cases. I suggest to use in in-sample forecast real target values from data.target field instead using only data.features field that may contain target values.

valer1435 avatar Feb 07 '23 10:02 valer1435