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It may sounds like a silly question but let's take the RidgeCV model from sklearn.linear_model. This one has the parameter "cv".

cv : int, cross-validation generator or an iterable, optional

Determines the cross-validation splitting strategy. Possible inputs for cv are:

  • None, to use the efficient Leave-One-Out cross-validation (also known as Generalized Cross-Validation).

  • integer, to specify the number of folds.

  • CV splitter,
  • An iterable yielding (train, test) splits as arrays of indices.

For integer/None inputs, if y is binary or multiclass, sklearn.model_selection.StratifiedKFold is used, else, sklearn.model_selection.KFold is used.

My question is the following: Why do we have to call KFold() when the parameter 'cv' is already performing a k-fold ? (if integer specified)

To make it clearer, why do we have this:

kfolds = KFold(n_splits=10, shuffle=True, random_state=42)
ridge = RidgeCV(alphas=alphas_alt, cv=kfolds)

And not only this ?

ridge = RidgeCV(alphas=alphas_alt, cv=10)
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You could do it, it is still OK. In the second one, shuffle option for KFold will be False, and you won't be able to set random_state in order for your analysis to be reproducible. Sometimes, it's more convenient to manage the splitter object at a greater detail, which is the case for the first usage.

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