Im in the research and I'm building an algorithm that builds a machine learning classifier for every stock in a list of stock and then returns the prediction for a certain day. The only issue is I also want to base their predictions with some form of evaluation metric. It would take too long to build the models again in a different class and return the metric in that fashion and when i try to make the return a list I get errors because I don't know how to handle it. does anyone know a way to do it so that CustomFactor can return two values.
right now i have to values and this is my 'return' statement
out[:] = [predictions, f]
it works but is completely unusable in the pipeline