Function CatBoostCV_R

catboost/R-package/src/catboostr.cpp:673–772

}

EXPORT_FUNCTION CatBoostCV_R(SEXP fitParamsAsJsonParam,
                  SEXP poolParam,
                  SEXP foldCountParam,
                  SEXP typeParam,
                  SEXP partitionRandomSeedParam,
                  SEXP shuffleParam,
                  SEXP stratifiedParam) {

    SEXP result = NULL;
    size_t metricCount;
    size_t columnCount;

    R_API_BEGIN();
    TPoolPtr pool = static_cast<TPoolHandle>(R_ExternalPtrAddr(poolParam));
    pool->Ref();
    auto fitParams = LoadFitParams(fitParamsAsJsonParam);

    TCrossValidationParams cvParams;
    cvParams.FoldCount = asInteger(foldCountParam);
    cvParams.PartitionRandSeed = asInteger(partitionRandomSeedParam);
    cvParams.Shuffle = asLogical(shuffleParam);
    cvParams.Stratified = asLogical(stratifiedParam);

    CB_ENSURE(TryFromString<ECrossValidation>(CHAR(asChar(typeParam)), cvParams.Type),
              "unsupported type of cross_validation: 'Classical', 'Inverted' or 'TimeSeries' was expected");

    TVector<TCVResult> cvResults;

    CrossValidate(
        fitParams,
        TQuantizedFeaturesInfoPtr(nullptr),
        Nothing(),
        Nothing(),
        pool,
        cvParams,
        &cvResults);

    metricCount = cvResults.size();
    TVector<size_t> offsets(metricCount);

    columnCount = 0;
    size_t currentColumnCount = 0;
    for (size_t metricIdx = 0; metricIdx < metricCount; ++metricIdx) {
        offsets[metricIdx] = columnCount;
        if (cvResults[metricIdx].AverageTrain.size() == 0) {
            currentColumnCount = 2;
        } else {
            currentColumnCount = 4;
        }
        columnCount += currentColumnCount;
    }

    result = PROTECT(allocVector(VECSXP, columnCount));
    SEXP columnNames = PROTECT(allocVector(STRSXP, columnCount));

    for (size_t metricIdx = 0; metricIdx < metricCount; ++metricIdx) {
        TString metricName = cvResults[metricIdx].Metric;
        size_t numberOfIterations = cvResults[metricIdx].Iterations.size();