zero-to-mastery-ml
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Predicting bulldozer price - Wrong Hyperparameters Tuning
In lecture no. 196, you use RandomizedSearchCV
with default cv=5
for tuning hyperparameters, i think that's a wrong approach for time series data! because :
- It will perform cross validation by randomly splitting the data into 5-folds i.e. losing intrinsic order of data
- This will result in poor evaluation of best hyperparameters
What ChatGPT says -
What we can do is use a TimeSeriesSplit
of sklearn!
You should suggest the correct way of doing this in you course soon!