scikit-learn/scikit-learn — pull request #3110 by wcdolphin (2014-04-25 22:40:57+00:00)
Title: Add ShuffleKFold

As per the discussion on the mailing list, it would be useful to have two KFold cross validation options which are explicitly shuffling or non shuffling. This commit adds a ShuffleKFold, and deprecates the use of the shuffle parameter in KFold.

_On 23 Apr 2014, at 08:17, Mathieu Blondel wrote:
> One solution would be to deprecate the "shuffle" option from KFold and add a new class ShuffleKFold.
> The documentation should clarify the difference between ShuffleKFold and ShuffleSplit: in the latter you need to specify the split size and number of iterations while in the former this is readily specified by "n_folds". Also ShuffleKFold permutes the samples once whereas ShuffleSplit uses sampling and doesn't ensure that splits don't overlap.