Adding tests for cross validation
Created by: Dreamlone
Need to add tests for cross validation on time series and tables. Metrics should be measured, and monitor how models will predict on synthetic data.
Example:
generate synthetic dataset with linear dependence, e.g. time series 1, 2, 3, 4, ..., 50
- create pipeline lagged -> linear
- run cross-validation on 2 folds with 2 validation blocks and check that the algorithm predicts everything with small (almost zero) error and with the correct length