NestedCV() - A scikit-learn compatible class for nested cross-validation

Quentin Klopfenstein¹, Elisa Gómez de Lope¹

¹ University of Luxembourg, Biomedical Data Science group

NestedCV() is a class compatible with scikit-learn extensions.

It provides functions that streamline the nested cross-validation setting for several ML algorithms, and can be used in scikit-learn pipelines and (hyper)parameter search. This package was created as a scikit-learn project-template (https://sklearn-template.readthedocs.io/en/latest/quick_start.html).

Cleanly contributing to the scikit-learn ecosystem!