Hyperparameter tuning job In Sagemaker with cross valdiation

Question

I managed to get something along those lines to work. This is great but to be more on the save side (i.e. not rely too much on the train validation split) one should really use cross validation. I am curious, if this can also be achieved via Sagemaker hyperparameter tuning jobs? I googled extensively ...

Answer 1

It is not possible through HPO.

You need to add additional step in your workflow to achieve cross-validation.