Hello everyone,
in my project , i use a nested cross validation in regression task : External cross validation : to evaluate the model performance and Internal cross validation : to estimate the hyperparameters to select the best model.
in External cross val , i use StratifiedKFold(k=10) and for the internal i use StratifiedShuffleSplit … But , i have a problem, for the external cross validation, i get always a result like [0.32, -0.12,-0.34,-0.8, …] (the first fold with a positive R2 score and the rest with negative score…
i try it many times and i have always the same problem …
help please , thank you very much .