cross_val_predict_proba is redundant with sklearn.model_selection.cross_val_predict about mlbox HOT 7 CLOSED

@amueller : Thank you ! Do you handle the case where you have to predict the proba for an unknown class (that occurs when your target contains only one sample from a given class, otherwise it's ok if you stratify...) ?

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Also, I thought that cross_val_score used to crash (or still crashes ?) if a given class contains less samples than n_splits. Please tell me if I am wrong...

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from mlbox.

Ok ! I will have a try then. Thank you ! Also please feel free to open an issue for any suggestions ;)

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I will modify it for drift_estimator.py, but for stacking_classifier.py I really need to handle the case where the target contains only one sample from a given class. I can't afford to delete this sample and then call cross_val_predict(method="predict_proba") due to shape compatibility issues...

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If I understand your problem correctly, this will be fixed in scikit-learn/scikit-learn#9585. Feel free to wait for that ;)

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Sorry I meant scikit-learn/scikit-learn#9532

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