[WIP] [FEA] Implement calibration, CV routines, and L-BFGS. #5743
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Implement
KFold
[FEA] Implement kfold split. #5940Implement
cross_val_predict
.Different from sklearn, we have explicit
sample_weight
support in this function.Implement
CalibratedClassifierCV
.Only sigmoid is supported at the moment.
Implement
l-bfgs
in Python.This is largely based on work by @RAMitchell with some small tweaks.
Depends on #5736 .