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We have decided to just use sklearn's cross validate functionality and set return_estimator=True. With the estimator, we can call predict twice, once to get the scores we now compute and once to get the probabilities to compute roc auc metrics.
We have decided to just use sklearn's cross validate functionality and set return_estimator=True. With the estimator, we can call predict twice, once to get the scores we now compute and once to get the probabilities to compute roc auc metrics.