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#39 Optionally re-estimate parameters during LOO cross-validation

SomeDay
closed
nobody
None
2020-08-25
2016-02-09
STROH
No

Add the possibility to re-evaluate covariance parameters during a Leave-One-Out cross-validation.

1 Attachments

Discussion

  • Julien Bect

    Julien Bect - 2016-02-17
    • summary: Re-estimate parameters during Leave-One-Out. --> Optionally re-estimate parameters during LOO cross-validation
     
  • Julien Bect

    Julien Bect - 2016-12-02

    Some work is needed to bring the patch up to date with default.

    Also, this patch needs to be clarified : it actually does two separate things. First, as advertised, it makes it possible to re-estimate the parameters during LOO-CV. Second, it makes it possible to specify which criterion is used for parameter estimation.

    Both are controlled by the same input argument, which is confusing (and prevents from using both options simultaneously).

    I think that:

    • these two improvements should be done in separate commits to make things clearer;
    • each option should have its own dedicated input argument.
     
  • Julien Bect

    Julien Bect - 2016-12-02
    • Milestone: 2.4 --> 2.5
     
  • Julien Bect

    Julien Bect - 2017-07-24
    • Milestone: 2.5 --> 2.6
     
  • Julien Bect

    Julien Bect - 2018-05-26
    • Milestone: 2.6 --> SomeDay
     
  • Julien Bect

    Julien Bect - 2020-08-25

    Move to github: https://github.com/stk-kriging/stk/issues/9. Closing this ticket.

     
  • Julien Bect

    Julien Bect - 2020-08-25
    • status: open --> closed