After running CrossValidator with CollectSubModels = True, I would like to make prediction using submodels on the left out fold. However, I was not able to find the indices of rows of which K-Folds were created.
Is there a way to access the folds (let's say by having a column indicating which fold the row belong to from 1 to K.)
I could manually split the data and do K-fold, but I was hoping there is a way without writing my own cross validation procedure, thanks.