I am trying an example which I am training on a huge dataset 5M (only 4 features) rows with Cudf and CUml and I am using SGD logistic regression because I must predict if the patient if is sick or not .
I am using stratify kfold because the dataset is has like 20474 infected and the rest 4_979_256 are healthy. I will be using as a metric the Recall or f1 score.
I have done 5 stratify kfold and now I want to do a grid search.
I have seen on the manual https://scikit-learn.org/stable/modules/generated/sklearn.model_selection.GridSearchCV.html
(cuml has the same parameters)
My question s: cv = 5 (default) I want to ask if I do 5 cv I must 5 DIFFERENT One hot encodings and normalizations (or else I will have a data leakage) how u tackle this u just run once the grid search without kfold just a split train and test with a specific random state and afterwards u run 5,10,etc cv and if the scores are okay u say okay finish? or I am missing something