When using GridSearchCV() to perform a k-fold cross validation analysis on some data is there a way to know which data was used for each split?
For example, assumed the goal is to build a binary classifier of your choosing, named 'model'. There are 100 data points (rows) with 5 features each and an associated 1 or 0 target. 20 of the 100 data points are held out for testing after training and hyperparameter tuning, GridSearchCV will never see those 20 data points. The other 80 data rows are put into the estimator as X and Y, so GridSearchCV will only see 80 rows of data. Various hyper parameters are tuned and laid out in the param_grid variable. For this case the cross validation parameter of cv is assigned a value of 3, as shown:
grid = GridSearchCV(estimator=model, param_grid=param_grid, cv=3) grid_result = grid.fit(X, Y)
Is there a way to see which data was used as the training data and as the cross validation data for each fold? Maybe seeing which indices were used for the split?
