Store the set of parameters in CVE for each split
Description
This seems like a reoccurring feature that people want/need for different things. And the EnsembleOptimizer
seems confusing to use in most cases so therefore I think we should store the parameters obtained from the different splits.
It could be accesed via
# works currently for the final model
cve.train()
cve.parameters
# new parameters_splits property
cve.validate()
cve.parameters_splits
similarly to how there exists cve.rmse_train
and cve.rmse_train_splits
. However in EnsembleOptimizer
its called eopt.parameter_vectors
and it would be nice if the names were the same.
Edited by Paul Erhart