Add warning that shufflesplits unsupported

2 files changed, 35 insertions, 2 deletions

diff --git a/gensvm/gridsearch.py b/gensvm/gridsearch.py
index 7d453c9..0eeb603 100644
--- a/gensvm/gridsearch.py
+++ b/gensvm/gridsearch.py
@@ -17,7 +17,12 @@ import time
 from operator import itemgetter
 
 from sklearn.base import ClassifierMixin, BaseEstimator, MetaEstimatorMixin
-from sklearn.model_selection import ParameterGrid, check_cv
+from sklearn.model_selection import (
+    ParameterGrid,
+    check_cv,
+    ShuffleSplit,
+    StratifiedShuffleSplit,
+)
 from sklearn.model_selection._search import _check_param_grid
 from sklearn.model_selection._validation import _score
 from sklearn.preprocessing import LabelEncoder
@@ -328,6 +333,12 @@ class GenSVMGridSearchCV(BaseEstimator, MetaEstimatorMixin):
         Refer to the `scikit-learn User Guide on cross validation`_ for the 
         various strategies that can be used here.
 
+        NOTE: At the moment, the ShuffleSplit and StratifiedShuffleSplit are 
+        not supported in this class. If you need these, you can use the GenSVM 
+        classifier directly with the GridSearchCV object from scikit-learn.  
+        (these methods require significant changes in the low-level library 
+        before they can be supported).
+
     refit : boolean, or string, default=True
         Refit the GenSVM estimator with the best found parameters on the whole 
         dataset.
@@ -520,6 +531,12 @@ class GenSVMGridSearchCV(BaseEstimator, MetaEstimatorMixin):
 
         self.scoring = scoring
         self.cv = 5 if cv is None else cv
+        if isinstance(self.cv, ShuffleSplit) or isinstance(
+            self.cv, StratifiedShuffleSplit
+        ):
+            raise ValueError(
+                "ShuffleSplit and StratifiedShuffleSplit are not supported at the moment. Please see the documentation for more info"
+            )
         self.refit = refit
         self.verbose = verbose
         self.return_train_score = return_train_score
diff --git a/test/test_gridsearch.py b/test/test_gridsearch.py
index c723949..274d1bc 100644
--- a/test/test_gridsearch.py
+++ b/test/test_gridsearch.py
@@ -12,7 +12,11 @@ import numpy as np
 import unittest
 
 from sklearn.datasets import load_iris, load_digits
-from sklearn.model_selection import train_test_split
+from sklearn.model_selection import (
+    train_test_split,
+    StratifiedShuffleSplit,
+    ShuffleSplit,
+)
 from sklearn.preprocessing import maxabs_scale
 
 from gensvm.gridsearch import (
@@ -267,3 +271,15 @@ class GenSVMGridSearchCVTestCase(unittest.TestCase):
         # low threshold on purpose for testing on Travis
         # Real performance should be higher!
         self.assertGreaterEqual(score, 0.70)
+
+    def test_gridsearch_stratified(self):
+        """ GENSVM_GRID: Error on using shufflesplit """
+        X, y = load_iris(return_X_y=True)
+
+        cv = ShuffleSplit(n_splits=5, test_size=0.2, random_state=42)
+        with self.assertRaises(ValueError):
+            GenSVMGridSearchCV(param_grid="tiny", verbose=1, cv=cv)
+
+        cv = StratifiedShuffleSplit(n_splits=5, test_size=0.2, random_state=42)
+        with self.assertRaises(ValueError):
+            GenSVMGridSearchCV(param_grid="tiny", verbose=1, cv=cv)