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CV score vastly different from Train-Test score
I'm working on a multi-class classification task. I'm currently trying to tune a LGB model but have encountered a behavior that I do not understand. First, my data is from 1996 to 2015 so I split my ...
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How do I perform a train-validation split on data with class imbalance such that the class imbalance ratio is preserved?
My data has class imbalance-- that is, some classes have significantly fewer training samples than the others. I want to perform a train-validation split in such as way that the class ratios are ...