I'm trying to get the probabilities of the predictions of a linear SVM model but using Python's LinearSVC function. I also have to do a custom cross validation. With my code it does not work. What am I doing wrong?
model= LinearSVC()
my_cv = GroupKFold(n_splits=3).split(X_test,y_test,order)
model.fit(X_train, y_train)
modelcalibrated = CalibratedClassifierCV(model, cv=my_cv)
result=cross_val_predict(modelcalibrated, X_test, y_test,cv=my_cv, method='predict_proba')
print(result)
It tells me the following error:
can't pickle generator objects