Add Fold Weights for Variable Resample Weighting #1007
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Closes #990
This PR implements support for variable fold weights in hyperparameter tuning. This is useful in cases where folds may have differing numbers of observations, and you want proportional contribution to hyperparameter selection.
The implementation adds two main functions:
add_fold_weights()
to attach custom weights to rset objects, andcalculate_fold_weights()
to automatically compute weights proportional to fold sizes. Weights are stored as .fold_weights attributes and should flow through the existing tuning pipeline.Core changes are in estimate_tune_results() which now detects weights and uses weighted statistics (weighted mean, weighted standard deviation, effective sample size) when aggregating metrics. Implementation should be backwards compatible and non-breaking.