Cross validation with Azure ML Python SDK

Lauri Lehman 131 Reputation points
2020-06-05T07:49:57.597+00:00

Does Azure ML Python SDK support cross validation? In the graphical Designer, there is a cross validation module but I haven't found anything similar in the SDK documentation.

Of course, there probably exist many frameworks for cross-validation in Python but it would be nice to have a native Azure ML module for cross-validation, similar to the Hyperparameter tuning module. I would like to be able to give a single Dataset object and the Azure ML framework would take care of slicing the source Dataset into separate fold datasets. Azure ML should also take care of assigning different folds to the compute nodes and running the folds in parallel.

Azure Machine Learning
Azure Machine Learning
An Azure machine learning service for building and deploying models.
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Accepted answer
  1. Ram R 156 Reputation points
    2020-06-08T10:33:00.897+00:00

    @LauriLehman-8626 It's not supported to use Designer built-in module in python SDK today but we are working on the module SDK private preview which can enable this. We would like understand more about your use-case, can you please send an email to Azcommunity@microsoft.com so that we can invite you to the private preview if you are interested.

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