Allow group cross validation about hypergbm HOT 3 CLOSED

import numpy as np
from sklearn.model_selection import GroupKFold


class MyFakedGroupKFold(GroupKFold):
    def get_my_groups(self, X, y):
        # setup your groups here
        groups = np.random.random_integers(0, self.n_splits, size=(len(y),))
        return groups

    def split(self, X, y=None, groups=None):
        my_groups = self.get_my_groups(X, y)
        yield from super().split(X, y, groups=my_groups)


experiment = make_experiment(...
                      cv=True,
                      num_fold=3,
                      cross_validator=MyFakedGroupKFold(n_splits=3),
                      )