[ENHANCEMENT] Allow the use of GroupKFold in MAPIE

[vtaquet]

Need to introduce the groups argument.

[vincentblot28]

Hello @vtaquet, could you please give us more insights about your enhancement idea ?

[mholtta]

Hi, is it at the moment possible to use GroupKFold cross validation in Mapie? I.e. https://scikit-learn.org/stable/modules/generated/sklearn.model_selection.GroupKFold.html. Seems like most likely not, given e.g. https://github.com/scikit-learn-contrib/MAPIE/blob/master/mapie/regression.py#L624, with no option to pass groups