peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/sklearn
/model_selection
/_split.py
""" | |
The :mod:`sklearn.model_selection._split` module includes classes and | |
functions to split the data based on a preset strategy. | |
""" | |
# Author: Alexandre Gramfort <[email protected]> | |
# Gael Varoquaux <[email protected]> | |
# Olivier Grisel <[email protected]> | |
# Raghav RV <[email protected]> | |
# Leandro Hermida <[email protected]> | |
# Rodion Martynov <[email protected]> | |
# License: BSD 3 clause | |
import numbers | |
import warnings | |
from abc import ABCMeta, abstractmethod | |
from collections import defaultdict | |
from collections.abc import Iterable | |
from inspect import signature | |
from itertools import chain, combinations | |
from math import ceil, floor | |
import numpy as np | |
from scipy.special import comb | |
from ..utils import ( | |
_approximate_mode, | |
_safe_indexing, | |
check_random_state, | |
indexable, | |
metadata_routing, | |
) | |
from ..utils._param_validation import Interval, RealNotInt, validate_params | |
from ..utils.metadata_routing import _MetadataRequester | |
from ..utils.multiclass import type_of_target | |
from ..utils.validation import _num_samples, check_array, column_or_1d | |
__all__ = [ | |
"BaseCrossValidator", | |
"KFold", | |
"GroupKFold", | |
"LeaveOneGroupOut", | |
"LeaveOneOut", | |
"LeavePGroupsOut", | |
"LeavePOut", | |
"RepeatedStratifiedKFold", | |
"RepeatedKFold", | |
"ShuffleSplit", | |
"GroupShuffleSplit", | |
"StratifiedKFold", | |
"StratifiedGroupKFold", | |
"StratifiedShuffleSplit", | |
"PredefinedSplit", | |
"train_test_split", | |
"check_cv", | |
] | |
class GroupsConsumerMixin(_MetadataRequester): | |
"""A Mixin to ``groups`` by default. | |
This Mixin makes the object to request ``groups`` by default as ``True``. | |
.. versionadded:: 1.3 | |
""" | |
__metadata_request__split = {"groups": True} | |
class BaseCrossValidator(_MetadataRequester, metaclass=ABCMeta): | |
"""Base class for all cross-validators. | |
Implementations must define `_iter_test_masks` or `_iter_test_indices`. | |
""" | |
# This indicates that by default CV splitters don't have a "groups" kwarg, | |
# unless indicated by inheriting from ``GroupsConsumerMixin``. | |
# This also prevents ``set_split_request`` to be generated for splitters | |
# which don't support ``groups``. | |
__metadata_request__split = {"groups": metadata_routing.UNUSED} | |
def split(self, X, y=None, groups=None): | |
"""Generate indices to split data into training and test set. | |
Parameters | |
---------- | |
X : array-like of shape (n_samples, n_features) | |
Training data, where `n_samples` is the number of samples | |
and `n_features` is the number of features. | |
y : array-like of shape (n_samples,) | |
The target variable for supervised learning problems. | |
groups : array-like of shape (n_samples,), default=None | |
Group labels for the samples used while splitting the dataset into | |
train/test set. | |
Yields | |
------ | |
train : ndarray | |
The training set indices for that split. | |
test : ndarray | |
The testing set indices for that split. | |
""" | |
X, y, groups = indexable(X, y, groups) | |
indices = np.arange(_num_samples(X)) | |
for test_index in self._iter_test_masks(X, y, groups): | |
train_index = indices[np.logical_not(test_index)] | |
test_index = indices[test_index] | |
yield train_index, test_index | |
# Since subclasses must implement either _iter_test_masks or | |
# _iter_test_indices, neither can be abstract. | |
def _iter_test_masks(self, X=None, y=None, groups=None): | |
"""Generates boolean masks corresponding to test sets. | |
By default, delegates to _iter_test_indices(X, y, groups) | |
""" | |
for test_index in self._iter_test_indices(X, y, groups): | |
test_mask = np.zeros(_num_samples(X), dtype=bool) | |
test_mask[test_index] = True | |
yield test_mask | |
def _iter_test_indices(self, X=None, y=None, groups=None): | |
"""Generates integer indices corresponding to test sets.""" | |
raise NotImplementedError | |
def get_n_splits(self, X=None, y=None, groups=None): | |
"""Returns the number of splitting iterations in the cross-validator.""" | |
def __repr__(self): | |
return _build_repr(self) | |
class LeaveOneOut(BaseCrossValidator): | |
"""Leave-One-Out cross-validator. | |
Provides train/test indices to split data in train/test sets. Each | |
sample is used once as a test set (singleton) while the remaining | |
samples form the training set. | |
Note: ``LeaveOneOut()`` is equivalent to ``KFold(n_splits=n)`` and | |
``LeavePOut(p=1)`` where ``n`` is the number of samples. | |
Due to the high number of test sets (which is the same as the | |
number of samples) this cross-validation method can be very costly. | |
For large datasets one should favor :class:`KFold`, :class:`ShuffleSplit` | |
or :class:`StratifiedKFold`. | |
Read more in the :ref:`User Guide <leave_one_out>`. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from sklearn.model_selection import LeaveOneOut | |
>>> X = np.array([[1, 2], [3, 4]]) | |
>>> y = np.array([1, 2]) | |
>>> loo = LeaveOneOut() | |
>>> loo.get_n_splits(X) | |
2 | |
>>> print(loo) | |
LeaveOneOut() | |
>>> for i, (train_index, test_index) in enumerate(loo.split(X)): | |
... print(f"Fold {i}:") | |
... print(f" Train: index={train_index}") | |
... print(f" Test: index={test_index}") | |
Fold 0: | |
Train: index=[1] | |
Test: index=[0] | |
Fold 1: | |
Train: index=[0] | |
Test: index=[1] | |
See Also | |
-------- | |
LeaveOneGroupOut : For splitting the data according to explicit, | |
domain-specific stratification of the dataset. | |
GroupKFold : K-fold iterator variant with non-overlapping groups. | |
""" | |
def _iter_test_indices(self, X, y=None, groups=None): | |
n_samples = _num_samples(X) | |
if n_samples <= 1: | |
raise ValueError( | |
"Cannot perform LeaveOneOut with n_samples={}.".format(n_samples) | |
) | |
return range(n_samples) | |
def get_n_splits(self, X, y=None, groups=None): | |
"""Returns the number of splitting iterations in the cross-validator. | |
Parameters | |
---------- | |
X : array-like of shape (n_samples, n_features) | |
Training data, where `n_samples` is the number of samples | |
and `n_features` is the number of features. | |
y : object | |
Always ignored, exists for compatibility. | |
groups : object | |
Always ignored, exists for compatibility. | |
Returns | |
------- | |
n_splits : int | |
Returns the number of splitting iterations in the cross-validator. | |
""" | |
if X is None: | |
raise ValueError("The 'X' parameter should not be None.") | |
return _num_samples(X) | |
class LeavePOut(BaseCrossValidator): | |
"""Leave-P-Out cross-validator. | |
Provides train/test indices to split data in train/test sets. This results | |
in testing on all distinct samples of size p, while the remaining n - p | |
samples form the training set in each iteration. | |
Note: ``LeavePOut(p)`` is NOT equivalent to | |
``KFold(n_splits=n_samples // p)`` which creates non-overlapping test sets. | |
Due to the high number of iterations which grows combinatorically with the | |
number of samples this cross-validation method can be very costly. For | |
large datasets one should favor :class:`KFold`, :class:`StratifiedKFold` | |
or :class:`ShuffleSplit`. | |
Read more in the :ref:`User Guide <leave_p_out>`. | |
Parameters | |
---------- | |
p : int | |
Size of the test sets. Must be strictly less than the number of | |
samples. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from sklearn.model_selection import LeavePOut | |
>>> X = np.array([[1, 2], [3, 4], [5, 6], [7, 8]]) | |
>>> y = np.array([1, 2, 3, 4]) | |
>>> lpo = LeavePOut(2) | |
>>> lpo.get_n_splits(X) | |
6 | |
>>> print(lpo) | |
LeavePOut(p=2) | |
>>> for i, (train_index, test_index) in enumerate(lpo.split(X)): | |
... print(f"Fold {i}:") | |
... print(f" Train: index={train_index}") | |
... print(f" Test: index={test_index}") | |
Fold 0: | |
Train: index=[2 3] | |
Test: index=[0 1] | |
Fold 1: | |
Train: index=[1 3] | |
Test: index=[0 2] | |
Fold 2: | |
Train: index=[1 2] | |
Test: index=[0 3] | |
Fold 3: | |
Train: index=[0 3] | |
Test: index=[1 2] | |
Fold 4: | |
Train: index=[0 2] | |
Test: index=[1 3] | |
Fold 5: | |
Train: index=[0 1] | |
Test: index=[2 3] | |
""" | |
def __init__(self, p): | |
self.p = p | |
def _iter_test_indices(self, X, y=None, groups=None): | |
n_samples = _num_samples(X) | |
if n_samples <= self.p: | |
raise ValueError( | |
"p={} must be strictly less than the number of samples={}".format( | |
self.p, n_samples | |
) | |
) | |
for combination in combinations(range(n_samples), self.p): | |
yield np.array(combination) | |
def get_n_splits(self, X, y=None, groups=None): | |
"""Returns the number of splitting iterations in the cross-validator. | |
Parameters | |
---------- | |
X : array-like of shape (n_samples, n_features) | |
Training data, where `n_samples` is the number of samples | |
and `n_features` is the number of features. | |
y : object | |
Always ignored, exists for compatibility. | |
groups : object | |
Always ignored, exists for compatibility. | |
""" | |
if X is None: | |
raise ValueError("The 'X' parameter should not be None.") | |
return int(comb(_num_samples(X), self.p, exact=True)) | |
class _BaseKFold(BaseCrossValidator, metaclass=ABCMeta): | |
"""Base class for K-Fold cross-validators and TimeSeriesSplit.""" | |
def __init__(self, n_splits, *, shuffle, random_state): | |
if not isinstance(n_splits, numbers.Integral): | |
raise ValueError( | |
"The number of folds must be of Integral type. " | |
"%s of type %s was passed." % (n_splits, type(n_splits)) | |
) | |
n_splits = int(n_splits) | |
if n_splits <= 1: | |
raise ValueError( | |
"k-fold cross-validation requires at least one" | |
" train/test split by setting n_splits=2 or more," | |
" got n_splits={0}.".format(n_splits) | |
) | |
if not isinstance(shuffle, bool): | |
raise TypeError("shuffle must be True or False; got {0}".format(shuffle)) | |
if not shuffle and random_state is not None: # None is the default | |
raise ValueError( | |
( | |
"Setting a random_state has no effect since shuffle is " | |
"False. You should leave " | |
"random_state to its default (None), or set shuffle=True." | |
), | |
) | |
self.n_splits = n_splits | |
self.shuffle = shuffle | |
self.random_state = random_state | |
def split(self, X, y=None, groups=None): | |
"""Generate indices to split data into training and test set. | |
Parameters | |
---------- | |
X : array-like of shape (n_samples, n_features) | |
Training data, where `n_samples` is the number of samples | |
and `n_features` is the number of features. | |
y : array-like of shape (n_samples,), default=None | |
The target variable for supervised learning problems. | |
groups : array-like of shape (n_samples,), default=None | |
Group labels for the samples used while splitting the dataset into | |
train/test set. | |
Yields | |
------ | |
train : ndarray | |
The training set indices for that split. | |
test : ndarray | |
The testing set indices for that split. | |
""" | |
X, y, groups = indexable(X, y, groups) | |
n_samples = _num_samples(X) | |
if self.n_splits > n_samples: | |
raise ValueError( | |
( | |
"Cannot have number of splits n_splits={0} greater" | |
" than the number of samples: n_samples={1}." | |
).format(self.n_splits, n_samples) | |
) | |
for train, test in super().split(X, y, groups): | |
yield train, test | |
def get_n_splits(self, X=None, y=None, groups=None): | |
"""Returns the number of splitting iterations in the cross-validator. | |
Parameters | |
---------- | |
X : object | |
Always ignored, exists for compatibility. | |
y : object | |
Always ignored, exists for compatibility. | |
groups : object | |
Always ignored, exists for compatibility. | |
Returns | |
------- | |
n_splits : int | |
Returns the number of splitting iterations in the cross-validator. | |
""" | |
return self.n_splits | |
class KFold(_BaseKFold): | |
"""K-Fold cross-validator. | |
Provides train/test indices to split data in train/test sets. Split | |
dataset into k consecutive folds (without shuffling by default). | |
Each fold is then used once as a validation while the k - 1 remaining | |
folds form the training set. | |
Read more in the :ref:`User Guide <k_fold>`. | |
For visualisation of cross-validation behaviour and | |
comparison between common scikit-learn split methods | |
refer to :ref:`sphx_glr_auto_examples_model_selection_plot_cv_indices.py` | |
Parameters | |
---------- | |
n_splits : int, default=5 | |
Number of folds. Must be at least 2. | |
.. versionchanged:: 0.22 | |
``n_splits`` default value changed from 3 to 5. | |
shuffle : bool, default=False | |
Whether to shuffle the data before splitting into batches. | |
Note that the samples within each split will not be shuffled. | |
random_state : int, RandomState instance or None, default=None | |
When `shuffle` is True, `random_state` affects the ordering of the | |
indices, which controls the randomness of each fold. Otherwise, this | |
parameter has no effect. | |
Pass an int for reproducible output across multiple function calls. | |
See :term:`Glossary <random_state>`. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from sklearn.model_selection import KFold | |
>>> X = np.array([[1, 2], [3, 4], [1, 2], [3, 4]]) | |
>>> y = np.array([1, 2, 3, 4]) | |
>>> kf = KFold(n_splits=2) | |
>>> kf.get_n_splits(X) | |
2 | |
>>> print(kf) | |
KFold(n_splits=2, random_state=None, shuffle=False) | |
>>> for i, (train_index, test_index) in enumerate(kf.split(X)): | |
... print(f"Fold {i}:") | |
... print(f" Train: index={train_index}") | |
... print(f" Test: index={test_index}") | |
Fold 0: | |
Train: index=[2 3] | |
Test: index=[0 1] | |
Fold 1: | |
Train: index=[0 1] | |
Test: index=[2 3] | |
Notes | |
----- | |
The first ``n_samples % n_splits`` folds have size | |
``n_samples // n_splits + 1``, other folds have size | |
``n_samples // n_splits``, where ``n_samples`` is the number of samples. | |
Randomized CV splitters may return different results for each call of | |
split. You can make the results identical by setting `random_state` | |
to an integer. | |
See Also | |
-------- | |
StratifiedKFold : Takes class information into account to avoid building | |
folds with imbalanced class distributions (for binary or multiclass | |
classification tasks). | |
GroupKFold : K-fold iterator variant with non-overlapping groups. | |
RepeatedKFold : Repeats K-Fold n times. | |
""" | |
def __init__(self, n_splits=5, *, shuffle=False, random_state=None): | |
super().__init__(n_splits=n_splits, shuffle=shuffle, random_state=random_state) | |
def _iter_test_indices(self, X, y=None, groups=None): | |
n_samples = _num_samples(X) | |
indices = np.arange(n_samples) | |
if self.shuffle: | |
check_random_state(self.random_state).shuffle(indices) | |
n_splits = self.n_splits | |
fold_sizes = np.full(n_splits, n_samples // n_splits, dtype=int) | |
fold_sizes[: n_samples % n_splits] += 1 | |
current = 0 | |
for fold_size in fold_sizes: | |
start, stop = current, current + fold_size | |
yield indices[start:stop] | |
current = stop | |
class GroupKFold(GroupsConsumerMixin, _BaseKFold): | |
"""K-fold iterator variant with non-overlapping groups. | |
Each group will appear exactly once in the test set across all folds (the | |
number of distinct groups has to be at least equal to the number of folds). | |
The folds are approximately balanced in the sense that the number of | |
distinct groups is approximately the same in each fold. | |
Read more in the :ref:`User Guide <group_k_fold>`. | |
For visualisation of cross-validation behaviour and | |
comparison between common scikit-learn split methods | |
refer to :ref:`sphx_glr_auto_examples_model_selection_plot_cv_indices.py` | |
Parameters | |
---------- | |
n_splits : int, default=5 | |
Number of folds. Must be at least 2. | |
.. versionchanged:: 0.22 | |
``n_splits`` default value changed from 3 to 5. | |
Notes | |
----- | |
Groups appear in an arbitrary order throughout the folds. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from sklearn.model_selection import GroupKFold | |
>>> X = np.array([[1, 2], [3, 4], [5, 6], [7, 8], [9, 10], [11, 12]]) | |
>>> y = np.array([1, 2, 3, 4, 5, 6]) | |
>>> groups = np.array([0, 0, 2, 2, 3, 3]) | |
>>> group_kfold = GroupKFold(n_splits=2) | |
>>> group_kfold.get_n_splits(X, y, groups) | |
2 | |
>>> print(group_kfold) | |
GroupKFold(n_splits=2) | |
>>> for i, (train_index, test_index) in enumerate(group_kfold.split(X, y, groups)): | |
... print(f"Fold {i}:") | |
... print(f" Train: index={train_index}, group={groups[train_index]}") | |
... print(f" Test: index={test_index}, group={groups[test_index]}") | |
Fold 0: | |
Train: index=[2 3], group=[2 2] | |
Test: index=[0 1 4 5], group=[0 0 3 3] | |
Fold 1: | |
Train: index=[0 1 4 5], group=[0 0 3 3] | |
Test: index=[2 3], group=[2 2] | |
See Also | |
-------- | |
LeaveOneGroupOut : For splitting the data according to explicit | |
domain-specific stratification of the dataset. | |
StratifiedKFold : Takes class information into account to avoid building | |
folds with imbalanced class proportions (for binary or multiclass | |
classification tasks). | |
""" | |
def __init__(self, n_splits=5): | |
super().__init__(n_splits, shuffle=False, random_state=None) | |
def _iter_test_indices(self, X, y, groups): | |
if groups is None: | |
raise ValueError("The 'groups' parameter should not be None.") | |
groups = check_array(groups, input_name="groups", ensure_2d=False, dtype=None) | |
unique_groups, groups = np.unique(groups, return_inverse=True) | |
n_groups = len(unique_groups) | |
if self.n_splits > n_groups: | |
raise ValueError( | |
"Cannot have number of splits n_splits=%d greater" | |
" than the number of groups: %d." % (self.n_splits, n_groups) | |
) | |
# Weight groups by their number of occurrences | |
n_samples_per_group = np.bincount(groups) | |
# Distribute the most frequent groups first | |
indices = np.argsort(n_samples_per_group)[::-1] | |
n_samples_per_group = n_samples_per_group[indices] | |
# Total weight of each fold | |
n_samples_per_fold = np.zeros(self.n_splits) | |
# Mapping from group index to fold index | |
group_to_fold = np.zeros(len(unique_groups)) | |
# Distribute samples by adding the largest weight to the lightest fold | |
for group_index, weight in enumerate(n_samples_per_group): | |
lightest_fold = np.argmin(n_samples_per_fold) | |
n_samples_per_fold[lightest_fold] += weight | |
group_to_fold[indices[group_index]] = lightest_fold | |
indices = group_to_fold[groups] | |
for f in range(self.n_splits): | |
yield np.where(indices == f)[0] | |
def split(self, X, y=None, groups=None): | |
"""Generate indices to split data into training and test set. | |
Parameters | |
---------- | |
X : array-like of shape (n_samples, n_features) | |
Training data, where `n_samples` is the number of samples | |
and `n_features` is the number of features. | |
y : array-like of shape (n_samples,), default=None | |
The target variable for supervised learning problems. | |
groups : array-like of shape (n_samples,) | |
Group labels for the samples used while splitting the dataset into | |
train/test set. | |
Yields | |
------ | |
train : ndarray | |
The training set indices for that split. | |
test : ndarray | |
The testing set indices for that split. | |
""" | |
return super().split(X, y, groups) | |
class StratifiedKFold(_BaseKFold): | |
"""Stratified K-Fold cross-validator. | |
Provides train/test indices to split data in train/test sets. | |
This cross-validation object is a variation of KFold that returns | |
stratified folds. The folds are made by preserving the percentage of | |
samples for each class. | |
Read more in the :ref:`User Guide <stratified_k_fold>`. | |
For visualisation of cross-validation behaviour and | |
comparison between common scikit-learn split methods | |
refer to :ref:`sphx_glr_auto_examples_model_selection_plot_cv_indices.py` | |
Parameters | |
---------- | |
n_splits : int, default=5 | |
Number of folds. Must be at least 2. | |
.. versionchanged:: 0.22 | |
``n_splits`` default value changed from 3 to 5. | |
shuffle : bool, default=False | |
Whether to shuffle each class's samples before splitting into batches. | |
Note that the samples within each split will not be shuffled. | |
random_state : int, RandomState instance or None, default=None | |
When `shuffle` is True, `random_state` affects the ordering of the | |
indices, which controls the randomness of each fold for each class. | |
Otherwise, leave `random_state` as `None`. | |
Pass an int for reproducible output across multiple function calls. | |
See :term:`Glossary <random_state>`. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from sklearn.model_selection import StratifiedKFold | |
>>> X = np.array([[1, 2], [3, 4], [1, 2], [3, 4]]) | |
>>> y = np.array([0, 0, 1, 1]) | |
>>> skf = StratifiedKFold(n_splits=2) | |
>>> skf.get_n_splits(X, y) | |
2 | |
>>> print(skf) | |
StratifiedKFold(n_splits=2, random_state=None, shuffle=False) | |
>>> for i, (train_index, test_index) in enumerate(skf.split(X, y)): | |
... print(f"Fold {i}:") | |
... print(f" Train: index={train_index}") | |
... print(f" Test: index={test_index}") | |
Fold 0: | |
Train: index=[1 3] | |
Test: index=[0 2] | |
Fold 1: | |
Train: index=[0 2] | |
Test: index=[1 3] | |
Notes | |
----- | |
The implementation is designed to: | |
* Generate test sets such that all contain the same distribution of | |
classes, or as close as possible. | |
* Be invariant to class label: relabelling ``y = ["Happy", "Sad"]`` to | |
``y = [1, 0]`` should not change the indices generated. | |
* Preserve order dependencies in the dataset ordering, when | |
``shuffle=False``: all samples from class k in some test set were | |
contiguous in y, or separated in y by samples from classes other than k. | |
* Generate test sets where the smallest and largest differ by at most one | |
sample. | |
.. versionchanged:: 0.22 | |
The previous implementation did not follow the last constraint. | |
See Also | |
-------- | |
RepeatedStratifiedKFold : Repeats Stratified K-Fold n times. | |
""" | |
def __init__(self, n_splits=5, *, shuffle=False, random_state=None): | |
super().__init__(n_splits=n_splits, shuffle=shuffle, random_state=random_state) | |
def _make_test_folds(self, X, y=None): | |
rng = check_random_state(self.random_state) | |
y = np.asarray(y) | |
type_of_target_y = type_of_target(y) | |
allowed_target_types = ("binary", "multiclass") | |
if type_of_target_y not in allowed_target_types: | |
raise ValueError( | |
"Supported target types are: {}. Got {!r} instead.".format( | |
allowed_target_types, type_of_target_y | |
) | |
) | |
y = column_or_1d(y) | |
_, y_idx, y_inv = np.unique(y, return_index=True, return_inverse=True) | |
# y_inv encodes y according to lexicographic order. We invert y_idx to | |
# map the classes so that they are encoded by order of appearance: | |
# 0 represents the first label appearing in y, 1 the second, etc. | |
_, class_perm = np.unique(y_idx, return_inverse=True) | |
y_encoded = class_perm[y_inv] | |
n_classes = len(y_idx) | |
y_counts = np.bincount(y_encoded) | |
min_groups = np.min(y_counts) | |
if np.all(self.n_splits > y_counts): | |
raise ValueError( | |
"n_splits=%d cannot be greater than the" | |
" number of members in each class." % (self.n_splits) | |
) | |
if self.n_splits > min_groups: | |
warnings.warn( | |
"The least populated class in y has only %d" | |
" members, which is less than n_splits=%d." | |
% (min_groups, self.n_splits), | |
UserWarning, | |
) | |
# Determine the optimal number of samples from each class in each fold, | |
# using round robin over the sorted y. (This can be done direct from | |
# counts, but that code is unreadable.) | |
y_order = np.sort(y_encoded) | |
allocation = np.asarray( | |
[ | |
np.bincount(y_order[i :: self.n_splits], minlength=n_classes) | |
for i in range(self.n_splits) | |
] | |
) | |
# To maintain the data order dependencies as best as possible within | |
# the stratification constraint, we assign samples from each class in | |
# blocks (and then mess that up when shuffle=True). | |
test_folds = np.empty(len(y), dtype="i") | |
for k in range(n_classes): | |
# since the kth column of allocation stores the number of samples | |
# of class k in each test set, this generates blocks of fold | |
# indices corresponding to the allocation for class k. | |
folds_for_class = np.arange(self.n_splits).repeat(allocation[:, k]) | |
if self.shuffle: | |
rng.shuffle(folds_for_class) | |
test_folds[y_encoded == k] = folds_for_class | |
return test_folds | |
def _iter_test_masks(self, X, y=None, groups=None): | |
test_folds = self._make_test_folds(X, y) | |
for i in range(self.n_splits): | |
yield test_folds == i | |
def split(self, X, y, groups=None): | |
"""Generate indices to split data into training and test set. | |
Parameters | |
---------- | |
X : array-like of shape (n_samples, n_features) | |
Training data, where `n_samples` is the number of samples | |
and `n_features` is the number of features. | |
Note that providing ``y`` is sufficient to generate the splits and | |
hence ``np.zeros(n_samples)`` may be used as a placeholder for | |
``X`` instead of actual training data. | |
y : array-like of shape (n_samples,) | |
The target variable for supervised learning problems. | |
Stratification is done based on the y labels. | |
groups : object | |
Always ignored, exists for compatibility. | |
Yields | |
------ | |
train : ndarray | |
The training set indices for that split. | |
test : ndarray | |
The testing set indices for that split. | |
Notes | |
----- | |
Randomized CV splitters may return different results for each call of | |
split. You can make the results identical by setting `random_state` | |
to an integer. | |
""" | |
y = check_array(y, input_name="y", ensure_2d=False, dtype=None) | |
return super().split(X, y, groups) | |
class StratifiedGroupKFold(GroupsConsumerMixin, _BaseKFold): | |
"""Stratified K-Fold iterator variant with non-overlapping groups. | |
This cross-validation object is a variation of StratifiedKFold attempts to | |
return stratified folds with non-overlapping groups. The folds are made by | |
preserving the percentage of samples for each class. | |
Each group will appear exactly once in the test set across all folds (the | |
number of distinct groups has to be at least equal to the number of folds). | |
The difference between :class:`~sklearn.model_selection.GroupKFold` | |
and :class:`~sklearn.model_selection.StratifiedGroupKFold` is that | |
the former attempts to create balanced folds such that the number of | |
distinct groups is approximately the same in each fold, whereas | |
StratifiedGroupKFold attempts to create folds which preserve the | |
percentage of samples for each class as much as possible given the | |
constraint of non-overlapping groups between splits. | |
Read more in the :ref:`User Guide <cross_validation>`. | |
For visualisation of cross-validation behaviour and | |
comparison between common scikit-learn split methods | |
refer to :ref:`sphx_glr_auto_examples_model_selection_plot_cv_indices.py` | |
Parameters | |
---------- | |
n_splits : int, default=5 | |
Number of folds. Must be at least 2. | |
shuffle : bool, default=False | |
Whether to shuffle each class's samples before splitting into batches. | |
Note that the samples within each split will not be shuffled. | |
This implementation can only shuffle groups that have approximately the | |
same y distribution, no global shuffle will be performed. | |
random_state : int or RandomState instance, default=None | |
When `shuffle` is True, `random_state` affects the ordering of the | |
indices, which controls the randomness of each fold for each class. | |
Otherwise, leave `random_state` as `None`. | |
Pass an int for reproducible output across multiple function calls. | |
See :term:`Glossary <random_state>`. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from sklearn.model_selection import StratifiedGroupKFold | |
>>> X = np.ones((17, 2)) | |
>>> y = np.array([0, 0, 1, 1, 1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0]) | |
>>> groups = np.array([1, 1, 2, 2, 3, 3, 3, 4, 5, 5, 5, 5, 6, 6, 7, 8, 8]) | |
>>> sgkf = StratifiedGroupKFold(n_splits=3) | |
>>> sgkf.get_n_splits(X, y) | |
3 | |
>>> print(sgkf) | |
StratifiedGroupKFold(n_splits=3, random_state=None, shuffle=False) | |
>>> for i, (train_index, test_index) in enumerate(sgkf.split(X, y, groups)): | |
... print(f"Fold {i}:") | |
... print(f" Train: index={train_index}") | |
... print(f" group={groups[train_index]}") | |
... print(f" Test: index={test_index}") | |
... print(f" group={groups[test_index]}") | |
Fold 0: | |
Train: index=[ 0 1 2 3 7 8 9 10 11 15 16] | |
group=[1 1 2 2 4 5 5 5 5 8 8] | |
Test: index=[ 4 5 6 12 13 14] | |
group=[3 3 3 6 6 7] | |
Fold 1: | |
Train: index=[ 4 5 6 7 8 9 10 11 12 13 14] | |
group=[3 3 3 4 5 5 5 5 6 6 7] | |
Test: index=[ 0 1 2 3 15 16] | |
group=[1 1 2 2 8 8] | |
Fold 2: | |
Train: index=[ 0 1 2 3 4 5 6 12 13 14 15 16] | |
group=[1 1 2 2 3 3 3 6 6 7 8 8] | |
Test: index=[ 7 8 9 10 11] | |
group=[4 5 5 5 5] | |
Notes | |
----- | |
The implementation is designed to: | |
* Mimic the behavior of StratifiedKFold as much as possible for trivial | |
groups (e.g. when each group contains only one sample). | |
* Be invariant to class label: relabelling ``y = ["Happy", "Sad"]`` to | |
``y = [1, 0]`` should not change the indices generated. | |
* Stratify based on samples as much as possible while keeping | |
non-overlapping groups constraint. That means that in some cases when | |
there is a small number of groups containing a large number of samples | |
the stratification will not be possible and the behavior will be close | |
to GroupKFold. | |
See also | |
-------- | |
StratifiedKFold: Takes class information into account to build folds which | |
retain class distributions (for binary or multiclass classification | |
tasks). | |
GroupKFold: K-fold iterator variant with non-overlapping groups. | |
""" | |
def __init__(self, n_splits=5, shuffle=False, random_state=None): | |
super().__init__(n_splits=n_splits, shuffle=shuffle, random_state=random_state) | |
def _iter_test_indices(self, X, y, groups): | |
# Implementation is based on this kaggle kernel: | |
# https://www.kaggle.com/jakubwasikowski/stratified-group-k-fold-cross-validation | |
# and is a subject to Apache 2.0 License. You may obtain a copy of the | |
# License at http://www.apache.org/licenses/LICENSE-2.0 | |
# Changelist: | |
# - Refactored function to a class following scikit-learn KFold | |
# interface. | |
# - Added heuristic for assigning group to the least populated fold in | |
# cases when all other criteria are equal | |
# - Swtch from using python ``Counter`` to ``np.unique`` to get class | |
# distribution | |
# - Added scikit-learn checks for input: checking that target is binary | |
# or multiclass, checking passed random state, checking that number | |
# of splits is less than number of members in each class, checking | |
# that least populated class has more members than there are splits. | |
rng = check_random_state(self.random_state) | |
y = np.asarray(y) | |
type_of_target_y = type_of_target(y) | |
allowed_target_types = ("binary", "multiclass") | |
if type_of_target_y not in allowed_target_types: | |
raise ValueError( | |
"Supported target types are: {}. Got {!r} instead.".format( | |
allowed_target_types, type_of_target_y | |
) | |
) | |
y = column_or_1d(y) | |
_, y_inv, y_cnt = np.unique(y, return_inverse=True, return_counts=True) | |
if np.all(self.n_splits > y_cnt): | |
raise ValueError( | |
"n_splits=%d cannot be greater than the" | |
" number of members in each class." % (self.n_splits) | |
) | |
n_smallest_class = np.min(y_cnt) | |
if self.n_splits > n_smallest_class: | |
warnings.warn( | |
"The least populated class in y has only %d" | |
" members, which is less than n_splits=%d." | |
% (n_smallest_class, self.n_splits), | |
UserWarning, | |
) | |
n_classes = len(y_cnt) | |
_, groups_inv, groups_cnt = np.unique( | |
groups, return_inverse=True, return_counts=True | |
) | |
y_counts_per_group = np.zeros((len(groups_cnt), n_classes)) | |
for class_idx, group_idx in zip(y_inv, groups_inv): | |
y_counts_per_group[group_idx, class_idx] += 1 | |
y_counts_per_fold = np.zeros((self.n_splits, n_classes)) | |
groups_per_fold = defaultdict(set) | |
if self.shuffle: | |
rng.shuffle(y_counts_per_group) | |
# Stable sort to keep shuffled order for groups with the same | |
# class distribution variance | |
sorted_groups_idx = np.argsort( | |
-np.std(y_counts_per_group, axis=1), kind="mergesort" | |
) | |
for group_idx in sorted_groups_idx: | |
group_y_counts = y_counts_per_group[group_idx] | |
best_fold = self._find_best_fold( | |
y_counts_per_fold=y_counts_per_fold, | |
y_cnt=y_cnt, | |
group_y_counts=group_y_counts, | |
) | |
y_counts_per_fold[best_fold] += group_y_counts | |
groups_per_fold[best_fold].add(group_idx) | |
for i in range(self.n_splits): | |
test_indices = [ | |
idx | |
for idx, group_idx in enumerate(groups_inv) | |
if group_idx in groups_per_fold[i] | |
] | |
yield test_indices | |
def _find_best_fold(self, y_counts_per_fold, y_cnt, group_y_counts): | |
best_fold = None | |
min_eval = np.inf | |
min_samples_in_fold = np.inf | |
for i in range(self.n_splits): | |
y_counts_per_fold[i] += group_y_counts | |
# Summarise the distribution over classes in each proposed fold | |
std_per_class = np.std(y_counts_per_fold / y_cnt.reshape(1, -1), axis=0) | |
y_counts_per_fold[i] -= group_y_counts | |
fold_eval = np.mean(std_per_class) | |
samples_in_fold = np.sum(y_counts_per_fold[i]) | |
is_current_fold_better = ( | |
fold_eval < min_eval | |
or np.isclose(fold_eval, min_eval) | |
and samples_in_fold < min_samples_in_fold | |
) | |
if is_current_fold_better: | |
min_eval = fold_eval | |
min_samples_in_fold = samples_in_fold | |
best_fold = i | |
return best_fold | |
class TimeSeriesSplit(_BaseKFold): | |
"""Time Series cross-validator. | |
Provides train/test indices to split time series data samples | |
that are observed at fixed time intervals, in train/test sets. | |
In each split, test indices must be higher than before, and thus shuffling | |
in cross validator is inappropriate. | |
This cross-validation object is a variation of :class:`KFold`. | |
In the kth split, it returns first k folds as train set and the | |
(k+1)th fold as test set. | |
Note that unlike standard cross-validation methods, successive | |
training sets are supersets of those that come before them. | |
Read more in the :ref:`User Guide <time_series_split>`. | |
For visualisation of cross-validation behaviour and | |
comparison between common scikit-learn split methods | |
refer to :ref:`sphx_glr_auto_examples_model_selection_plot_cv_indices.py` | |
.. versionadded:: 0.18 | |
Parameters | |
---------- | |
n_splits : int, default=5 | |
Number of splits. Must be at least 2. | |
.. versionchanged:: 0.22 | |
``n_splits`` default value changed from 3 to 5. | |
max_train_size : int, default=None | |
Maximum size for a single training set. | |
test_size : int, default=None | |
Used to limit the size of the test set. Defaults to | |
``n_samples // (n_splits + 1)``, which is the maximum allowed value | |
with ``gap=0``. | |
.. versionadded:: 0.24 | |
gap : int, default=0 | |
Number of samples to exclude from the end of each train set before | |
the test set. | |
.. versionadded:: 0.24 | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from sklearn.model_selection import TimeSeriesSplit | |
>>> X = np.array([[1, 2], [3, 4], [1, 2], [3, 4], [1, 2], [3, 4]]) | |
>>> y = np.array([1, 2, 3, 4, 5, 6]) | |
>>> tscv = TimeSeriesSplit() | |
>>> print(tscv) | |
TimeSeriesSplit(gap=0, max_train_size=None, n_splits=5, test_size=None) | |
>>> for i, (train_index, test_index) in enumerate(tscv.split(X)): | |
... print(f"Fold {i}:") | |
... print(f" Train: index={train_index}") | |
... print(f" Test: index={test_index}") | |
Fold 0: | |
Train: index=[0] | |
Test: index=[1] | |
Fold 1: | |
Train: index=[0 1] | |
Test: index=[2] | |
Fold 2: | |
Train: index=[0 1 2] | |
Test: index=[3] | |
Fold 3: | |
Train: index=[0 1 2 3] | |
Test: index=[4] | |
Fold 4: | |
Train: index=[0 1 2 3 4] | |
Test: index=[5] | |
>>> # Fix test_size to 2 with 12 samples | |
>>> X = np.random.randn(12, 2) | |
>>> y = np.random.randint(0, 2, 12) | |
>>> tscv = TimeSeriesSplit(n_splits=3, test_size=2) | |
>>> for i, (train_index, test_index) in enumerate(tscv.split(X)): | |
... print(f"Fold {i}:") | |
... print(f" Train: index={train_index}") | |
... print(f" Test: index={test_index}") | |
Fold 0: | |
Train: index=[0 1 2 3 4 5] | |
Test: index=[6 7] | |
Fold 1: | |
Train: index=[0 1 2 3 4 5 6 7] | |
Test: index=[8 9] | |
Fold 2: | |
Train: index=[0 1 2 3 4 5 6 7 8 9] | |
Test: index=[10 11] | |
>>> # Add in a 2 period gap | |
>>> tscv = TimeSeriesSplit(n_splits=3, test_size=2, gap=2) | |
>>> for i, (train_index, test_index) in enumerate(tscv.split(X)): | |
... print(f"Fold {i}:") | |
... print(f" Train: index={train_index}") | |
... print(f" Test: index={test_index}") | |
Fold 0: | |
Train: index=[0 1 2 3] | |
Test: index=[6 7] | |
Fold 1: | |
Train: index=[0 1 2 3 4 5] | |
Test: index=[8 9] | |
Fold 2: | |
Train: index=[0 1 2 3 4 5 6 7] | |
Test: index=[10 11] | |
For a more extended example see | |
:ref:`sphx_glr_auto_examples_applications_plot_cyclical_feature_engineering.py`. | |
Notes | |
----- | |
The training set has size ``i * n_samples // (n_splits + 1) | |
+ n_samples % (n_splits + 1)`` in the ``i`` th split, | |
with a test set of size ``n_samples//(n_splits + 1)`` by default, | |
where ``n_samples`` is the number of samples. | |
""" | |
def __init__(self, n_splits=5, *, max_train_size=None, test_size=None, gap=0): | |
super().__init__(n_splits, shuffle=False, random_state=None) | |
self.max_train_size = max_train_size | |
self.test_size = test_size | |
self.gap = gap | |
def split(self, X, y=None, groups=None): | |
"""Generate indices to split data into training and test set. | |
Parameters | |
---------- | |
X : array-like of shape (n_samples, n_features) | |
Training data, where `n_samples` is the number of samples | |
and `n_features` is the number of features. | |
y : array-like of shape (n_samples,) | |
Always ignored, exists for compatibility. | |
groups : array-like of shape (n_samples,) | |
Always ignored, exists for compatibility. | |
Yields | |
------ | |
train : ndarray | |
The training set indices for that split. | |
test : ndarray | |
The testing set indices for that split. | |
""" | |
X, y, groups = indexable(X, y, groups) | |
n_samples = _num_samples(X) | |
n_splits = self.n_splits | |
n_folds = n_splits + 1 | |
gap = self.gap | |
test_size = ( | |
self.test_size if self.test_size is not None else n_samples // n_folds | |
) | |
# Make sure we have enough samples for the given split parameters | |
if n_folds > n_samples: | |
raise ValueError( | |
f"Cannot have number of folds={n_folds} greater" | |
f" than the number of samples={n_samples}." | |
) | |
if n_samples - gap - (test_size * n_splits) <= 0: | |
raise ValueError( | |
f"Too many splits={n_splits} for number of samples" | |
f"={n_samples} with test_size={test_size} and gap={gap}." | |
) | |
indices = np.arange(n_samples) | |
test_starts = range(n_samples - n_splits * test_size, n_samples, test_size) | |
for test_start in test_starts: | |
train_end = test_start - gap | |
if self.max_train_size and self.max_train_size < train_end: | |
yield ( | |
indices[train_end - self.max_train_size : train_end], | |
indices[test_start : test_start + test_size], | |
) | |
else: | |
yield ( | |
indices[:train_end], | |
indices[test_start : test_start + test_size], | |
) | |
class LeaveOneGroupOut(GroupsConsumerMixin, BaseCrossValidator): | |
"""Leave One Group Out cross-validator. | |
Provides train/test indices to split data such that each training set is | |
comprised of all samples except ones belonging to one specific group. | |
Arbitrary domain specific group information is provided an array integers | |
that encodes the group of each sample. | |
For instance the groups could be the year of collection of the samples | |
and thus allow for cross-validation against time-based splits. | |
Read more in the :ref:`User Guide <leave_one_group_out>`. | |
Notes | |
----- | |
Splits are ordered according to the index of the group left out. The first | |
split has testing set consisting of the group whose index in `groups` is | |
lowest, and so on. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from sklearn.model_selection import LeaveOneGroupOut | |
>>> X = np.array([[1, 2], [3, 4], [5, 6], [7, 8]]) | |
>>> y = np.array([1, 2, 1, 2]) | |
>>> groups = np.array([1, 1, 2, 2]) | |
>>> logo = LeaveOneGroupOut() | |
>>> logo.get_n_splits(X, y, groups) | |
2 | |
>>> logo.get_n_splits(groups=groups) # 'groups' is always required | |
2 | |
>>> print(logo) | |
LeaveOneGroupOut() | |
>>> for i, (train_index, test_index) in enumerate(logo.split(X, y, groups)): | |
... print(f"Fold {i}:") | |
... print(f" Train: index={train_index}, group={groups[train_index]}") | |
... print(f" Test: index={test_index}, group={groups[test_index]}") | |
Fold 0: | |
Train: index=[2 3], group=[2 2] | |
Test: index=[0 1], group=[1 1] | |
Fold 1: | |
Train: index=[0 1], group=[1 1] | |
Test: index=[2 3], group=[2 2] | |
See also | |
-------- | |
GroupKFold: K-fold iterator variant with non-overlapping groups. | |
""" | |
def _iter_test_masks(self, X, y, groups): | |
if groups is None: | |
raise ValueError("The 'groups' parameter should not be None.") | |
# We make a copy of groups to avoid side-effects during iteration | |
groups = check_array( | |
groups, input_name="groups", copy=True, ensure_2d=False, dtype=None | |
) | |
unique_groups = np.unique(groups) | |
if len(unique_groups) <= 1: | |
raise ValueError( | |
"The groups parameter contains fewer than 2 unique groups " | |
"(%s). LeaveOneGroupOut expects at least 2." % unique_groups | |
) | |
for i in unique_groups: | |
yield groups == i | |
def get_n_splits(self, X=None, y=None, groups=None): | |
"""Returns the number of splitting iterations in the cross-validator. | |
Parameters | |
---------- | |
X : object | |
Always ignored, exists for compatibility. | |
y : object | |
Always ignored, exists for compatibility. | |
groups : array-like of shape (n_samples,) | |
Group labels for the samples used while splitting the dataset into | |
train/test set. This 'groups' parameter must always be specified to | |
calculate the number of splits, though the other parameters can be | |
omitted. | |
Returns | |
------- | |
n_splits : int | |
Returns the number of splitting iterations in the cross-validator. | |
""" | |
if groups is None: | |
raise ValueError("The 'groups' parameter should not be None.") | |
groups = check_array(groups, input_name="groups", ensure_2d=False, dtype=None) | |
return len(np.unique(groups)) | |
def split(self, X, y=None, groups=None): | |
"""Generate indices to split data into training and test set. | |
Parameters | |
---------- | |
X : array-like of shape (n_samples, n_features) | |
Training data, where `n_samples` is the number of samples | |
and `n_features` is the number of features. | |
y : array-like of shape (n_samples,), default=None | |
The target variable for supervised learning problems. | |
groups : array-like of shape (n_samples,) | |
Group labels for the samples used while splitting the dataset into | |
train/test set. | |
Yields | |
------ | |
train : ndarray | |
The training set indices for that split. | |
test : ndarray | |
The testing set indices for that split. | |
""" | |
return super().split(X, y, groups) | |
class LeavePGroupsOut(GroupsConsumerMixin, BaseCrossValidator): | |
"""Leave P Group(s) Out cross-validator. | |
Provides train/test indices to split data according to a third-party | |
provided group. This group information can be used to encode arbitrary | |
domain specific stratifications of the samples as integers. | |
For instance the groups could be the year of collection of the samples | |
and thus allow for cross-validation against time-based splits. | |
The difference between LeavePGroupsOut and LeaveOneGroupOut is that | |
the former builds the test sets with all the samples assigned to | |
``p`` different values of the groups while the latter uses samples | |
all assigned the same groups. | |
Read more in the :ref:`User Guide <leave_p_groups_out>`. | |
Parameters | |
---------- | |
n_groups : int | |
Number of groups (``p``) to leave out in the test split. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from sklearn.model_selection import LeavePGroupsOut | |
>>> X = np.array([[1, 2], [3, 4], [5, 6]]) | |
>>> y = np.array([1, 2, 1]) | |
>>> groups = np.array([1, 2, 3]) | |
>>> lpgo = LeavePGroupsOut(n_groups=2) | |
>>> lpgo.get_n_splits(X, y, groups) | |
3 | |
>>> lpgo.get_n_splits(groups=groups) # 'groups' is always required | |
3 | |
>>> print(lpgo) | |
LeavePGroupsOut(n_groups=2) | |
>>> for i, (train_index, test_index) in enumerate(lpgo.split(X, y, groups)): | |
... print(f"Fold {i}:") | |
... print(f" Train: index={train_index}, group={groups[train_index]}") | |
... print(f" Test: index={test_index}, group={groups[test_index]}") | |
Fold 0: | |
Train: index=[2], group=[3] | |
Test: index=[0 1], group=[1 2] | |
Fold 1: | |
Train: index=[1], group=[2] | |
Test: index=[0 2], group=[1 3] | |
Fold 2: | |
Train: index=[0], group=[1] | |
Test: index=[1 2], group=[2 3] | |
See Also | |
-------- | |
GroupKFold : K-fold iterator variant with non-overlapping groups. | |
""" | |
def __init__(self, n_groups): | |
self.n_groups = n_groups | |
def _iter_test_masks(self, X, y, groups): | |
if groups is None: | |
raise ValueError("The 'groups' parameter should not be None.") | |
groups = check_array( | |
groups, input_name="groups", copy=True, ensure_2d=False, dtype=None | |
) | |
unique_groups = np.unique(groups) | |
if self.n_groups >= len(unique_groups): | |
raise ValueError( | |
"The groups parameter contains fewer than (or equal to) " | |
"n_groups (%d) numbers of unique groups (%s). LeavePGroupsOut " | |
"expects that at least n_groups + 1 (%d) unique groups be " | |
"present" % (self.n_groups, unique_groups, self.n_groups + 1) | |
) | |
combi = combinations(range(len(unique_groups)), self.n_groups) | |
for indices in combi: | |
test_index = np.zeros(_num_samples(X), dtype=bool) | |
for l in unique_groups[np.array(indices)]: | |
test_index[groups == l] = True | |
yield test_index | |
def get_n_splits(self, X=None, y=None, groups=None): | |
"""Returns the number of splitting iterations in the cross-validator. | |
Parameters | |
---------- | |
X : object | |
Always ignored, exists for compatibility. | |
y : object | |
Always ignored, exists for compatibility. | |
groups : array-like of shape (n_samples,) | |
Group labels for the samples used while splitting the dataset into | |
train/test set. This 'groups' parameter must always be specified to | |
calculate the number of splits, though the other parameters can be | |
omitted. | |
Returns | |
------- | |
n_splits : int | |
Returns the number of splitting iterations in the cross-validator. | |
""" | |
if groups is None: | |
raise ValueError("The 'groups' parameter should not be None.") | |
groups = check_array(groups, input_name="groups", ensure_2d=False, dtype=None) | |
return int(comb(len(np.unique(groups)), self.n_groups, exact=True)) | |
def split(self, X, y=None, groups=None): | |
"""Generate indices to split data into training and test set. | |
Parameters | |
---------- | |
X : array-like of shape (n_samples, n_features) | |
Training data, where `n_samples` is the number of samples | |
and `n_features` is the number of features. | |
y : array-like of shape (n_samples,), default=None | |
The target variable for supervised learning problems. | |
groups : array-like of shape (n_samples,) | |
Group labels for the samples used while splitting the dataset into | |
train/test set. | |
Yields | |
------ | |
train : ndarray | |
The training set indices for that split. | |
test : ndarray | |
The testing set indices for that split. | |
""" | |
return super().split(X, y, groups) | |
class _RepeatedSplits(_MetadataRequester, metaclass=ABCMeta): | |
"""Repeated splits for an arbitrary randomized CV splitter. | |
Repeats splits for cross-validators n times with different randomization | |
in each repetition. | |
Parameters | |
---------- | |
cv : callable | |
Cross-validator class. | |
n_repeats : int, default=10 | |
Number of times cross-validator needs to be repeated. | |
random_state : int, RandomState instance or None, default=None | |
Passes `random_state` to the arbitrary repeating cross validator. | |
Pass an int for reproducible output across multiple function calls. | |
See :term:`Glossary <random_state>`. | |
**cvargs : additional params | |
Constructor parameters for cv. Must not contain random_state | |
and shuffle. | |
""" | |
# This indicates that by default CV splitters don't have a "groups" kwarg, | |
# unless indicated by inheriting from ``GroupsConsumerMixin``. | |
# This also prevents ``set_split_request`` to be generated for splitters | |
# which don't support ``groups``. | |
__metadata_request__split = {"groups": metadata_routing.UNUSED} | |
def __init__(self, cv, *, n_repeats=10, random_state=None, **cvargs): | |
if not isinstance(n_repeats, numbers.Integral): | |
raise ValueError("Number of repetitions must be of Integral type.") | |
if n_repeats <= 0: | |
raise ValueError("Number of repetitions must be greater than 0.") | |
if any(key in cvargs for key in ("random_state", "shuffle")): | |
raise ValueError("cvargs must not contain random_state or shuffle.") | |
self.cv = cv | |
self.n_repeats = n_repeats | |
self.random_state = random_state | |
self.cvargs = cvargs | |
def split(self, X, y=None, groups=None): | |
"""Generates indices to split data into training and test set. | |
Parameters | |
---------- | |
X : array-like of shape (n_samples, n_features) | |
Training data, where `n_samples` is the number of samples | |
and `n_features` is the number of features. | |
y : array-like of shape (n_samples,) | |
The target variable for supervised learning problems. | |
groups : array-like of shape (n_samples,), default=None | |
Group labels for the samples used while splitting the dataset into | |
train/test set. | |
Yields | |
------ | |
train : ndarray | |
The training set indices for that split. | |
test : ndarray | |
The testing set indices for that split. | |
""" | |
n_repeats = self.n_repeats | |
rng = check_random_state(self.random_state) | |
for idx in range(n_repeats): | |
cv = self.cv(random_state=rng, shuffle=True, **self.cvargs) | |
for train_index, test_index in cv.split(X, y, groups): | |
yield train_index, test_index | |
def get_n_splits(self, X=None, y=None, groups=None): | |
"""Returns the number of splitting iterations in the cross-validator. | |
Parameters | |
---------- | |
X : object | |
Always ignored, exists for compatibility. | |
``np.zeros(n_samples)`` may be used as a placeholder. | |
y : object | |
Always ignored, exists for compatibility. | |
``np.zeros(n_samples)`` may be used as a placeholder. | |
groups : array-like of shape (n_samples,), default=None | |
Group labels for the samples used while splitting the dataset into | |
train/test set. | |
Returns | |
------- | |
n_splits : int | |
Returns the number of splitting iterations in the cross-validator. | |
""" | |
rng = check_random_state(self.random_state) | |
cv = self.cv(random_state=rng, shuffle=True, **self.cvargs) | |
return cv.get_n_splits(X, y, groups) * self.n_repeats | |
def __repr__(self): | |
return _build_repr(self) | |
class RepeatedKFold(_RepeatedSplits): | |
"""Repeated K-Fold cross validator. | |
Repeats K-Fold n times with different randomization in each repetition. | |
Read more in the :ref:`User Guide <repeated_k_fold>`. | |
Parameters | |
---------- | |
n_splits : int, default=5 | |
Number of folds. Must be at least 2. | |
n_repeats : int, default=10 | |
Number of times cross-validator needs to be repeated. | |
random_state : int, RandomState instance or None, default=None | |
Controls the randomness of each repeated cross-validation instance. | |
Pass an int for reproducible output across multiple function calls. | |
See :term:`Glossary <random_state>`. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from sklearn.model_selection import RepeatedKFold | |
>>> X = np.array([[1, 2], [3, 4], [1, 2], [3, 4]]) | |
>>> y = np.array([0, 0, 1, 1]) | |
>>> rkf = RepeatedKFold(n_splits=2, n_repeats=2, random_state=2652124) | |
>>> rkf.get_n_splits(X, y) | |
4 | |
>>> print(rkf) | |
RepeatedKFold(n_repeats=2, n_splits=2, random_state=2652124) | |
>>> for i, (train_index, test_index) in enumerate(rkf.split(X)): | |
... print(f"Fold {i}:") | |
... print(f" Train: index={train_index}") | |
... print(f" Test: index={test_index}") | |
... | |
Fold 0: | |
Train: index=[0 1] | |
Test: index=[2 3] | |
Fold 1: | |
Train: index=[2 3] | |
Test: index=[0 1] | |
Fold 2: | |
Train: index=[1 2] | |
Test: index=[0 3] | |
Fold 3: | |
Train: index=[0 3] | |
Test: index=[1 2] | |
Notes | |
----- | |
Randomized CV splitters may return different results for each call of | |
split. You can make the results identical by setting `random_state` | |
to an integer. | |
See Also | |
-------- | |
RepeatedStratifiedKFold : Repeats Stratified K-Fold n times. | |
""" | |
def __init__(self, *, n_splits=5, n_repeats=10, random_state=None): | |
super().__init__( | |
KFold, n_repeats=n_repeats, random_state=random_state, n_splits=n_splits | |
) | |
class RepeatedStratifiedKFold(_RepeatedSplits): | |
"""Repeated Stratified K-Fold cross validator. | |
Repeats Stratified K-Fold n times with different randomization in each | |
repetition. | |
Read more in the :ref:`User Guide <repeated_k_fold>`. | |
Parameters | |
---------- | |
n_splits : int, default=5 | |
Number of folds. Must be at least 2. | |
n_repeats : int, default=10 | |
Number of times cross-validator needs to be repeated. | |
random_state : int, RandomState instance or None, default=None | |
Controls the generation of the random states for each repetition. | |
Pass an int for reproducible output across multiple function calls. | |
See :term:`Glossary <random_state>`. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from sklearn.model_selection import RepeatedStratifiedKFold | |
>>> X = np.array([[1, 2], [3, 4], [1, 2], [3, 4]]) | |
>>> y = np.array([0, 0, 1, 1]) | |
>>> rskf = RepeatedStratifiedKFold(n_splits=2, n_repeats=2, | |
... random_state=36851234) | |
>>> rskf.get_n_splits(X, y) | |
4 | |
>>> print(rskf) | |
RepeatedStratifiedKFold(n_repeats=2, n_splits=2, random_state=36851234) | |
>>> for i, (train_index, test_index) in enumerate(rskf.split(X, y)): | |
... print(f"Fold {i}:") | |
... print(f" Train: index={train_index}") | |
... print(f" Test: index={test_index}") | |
... | |
Fold 0: | |
Train: index=[1 2] | |
Test: index=[0 3] | |
Fold 1: | |
Train: index=[0 3] | |
Test: index=[1 2] | |
Fold 2: | |
Train: index=[1 3] | |
Test: index=[0 2] | |
Fold 3: | |
Train: index=[0 2] | |
Test: index=[1 3] | |
Notes | |
----- | |
Randomized CV splitters may return different results for each call of | |
split. You can make the results identical by setting `random_state` | |
to an integer. | |
See Also | |
-------- | |
RepeatedKFold : Repeats K-Fold n times. | |
""" | |
def __init__(self, *, n_splits=5, n_repeats=10, random_state=None): | |
super().__init__( | |
StratifiedKFold, | |
n_repeats=n_repeats, | |
random_state=random_state, | |
n_splits=n_splits, | |
) | |
class BaseShuffleSplit(_MetadataRequester, metaclass=ABCMeta): | |
"""Base class for ShuffleSplit and StratifiedShuffleSplit.""" | |
# This indicates that by default CV splitters don't have a "groups" kwarg, | |
# unless indicated by inheriting from ``GroupsConsumerMixin``. | |
# This also prevents ``set_split_request`` to be generated for splitters | |
# which don't support ``groups``. | |
__metadata_request__split = {"groups": metadata_routing.UNUSED} | |
def __init__( | |
self, n_splits=10, *, test_size=None, train_size=None, random_state=None | |
): | |
self.n_splits = n_splits | |
self.test_size = test_size | |
self.train_size = train_size | |
self.random_state = random_state | |
self._default_test_size = 0.1 | |
def split(self, X, y=None, groups=None): | |
"""Generate indices to split data into training and test set. | |
Parameters | |
---------- | |
X : array-like of shape (n_samples, n_features) | |
Training data, where `n_samples` is the number of samples | |
and `n_features` is the number of features. | |
y : array-like of shape (n_samples,) | |
The target variable for supervised learning problems. | |
groups : array-like of shape (n_samples,), default=None | |
Group labels for the samples used while splitting the dataset into | |
train/test set. | |
Yields | |
------ | |
train : ndarray | |
The training set indices for that split. | |
test : ndarray | |
The testing set indices for that split. | |
Notes | |
----- | |
Randomized CV splitters may return different results for each call of | |
split. You can make the results identical by setting `random_state` | |
to an integer. | |
""" | |
X, y, groups = indexable(X, y, groups) | |
for train, test in self._iter_indices(X, y, groups): | |
yield train, test | |
def _iter_indices(self, X, y=None, groups=None): | |
"""Generate (train, test) indices""" | |
def get_n_splits(self, X=None, y=None, groups=None): | |
"""Returns the number of splitting iterations in the cross-validator. | |
Parameters | |
---------- | |
X : object | |
Always ignored, exists for compatibility. | |
y : object | |
Always ignored, exists for compatibility. | |
groups : object | |
Always ignored, exists for compatibility. | |
Returns | |
------- | |
n_splits : int | |
Returns the number of splitting iterations in the cross-validator. | |
""" | |
return self.n_splits | |
def __repr__(self): | |
return _build_repr(self) | |
class ShuffleSplit(BaseShuffleSplit): | |
"""Random permutation cross-validator. | |
Yields indices to split data into training and test sets. | |
Note: contrary to other cross-validation strategies, random splits | |
do not guarantee that all folds will be different, although this is | |
still very likely for sizeable datasets. | |
Read more in the :ref:`User Guide <ShuffleSplit>`. | |
For visualisation of cross-validation behaviour and | |
comparison between common scikit-learn split methods | |
refer to :ref:`sphx_glr_auto_examples_model_selection_plot_cv_indices.py` | |
Parameters | |
---------- | |
n_splits : int, default=10 | |
Number of re-shuffling & splitting iterations. | |
test_size : float or int, default=None | |
If float, should be between 0.0 and 1.0 and represent the proportion | |
of the dataset to include in the test split. If int, represents the | |
absolute number of test samples. If None, the value is set to the | |
complement of the train size. If ``train_size`` is also None, it will | |
be set to 0.1. | |
train_size : float or int, default=None | |
If float, should be between 0.0 and 1.0 and represent the | |
proportion of the dataset to include in the train split. If | |
int, represents the absolute number of train samples. If None, | |
the value is automatically set to the complement of the test size. | |
random_state : int, RandomState instance or None, default=None | |
Controls the randomness of the training and testing indices produced. | |
Pass an int for reproducible output across multiple function calls. | |
See :term:`Glossary <random_state>`. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from sklearn.model_selection import ShuffleSplit | |
>>> X = np.array([[1, 2], [3, 4], [5, 6], [7, 8], [3, 4], [5, 6]]) | |
>>> y = np.array([1, 2, 1, 2, 1, 2]) | |
>>> rs = ShuffleSplit(n_splits=5, test_size=.25, random_state=0) | |
>>> rs.get_n_splits(X) | |
5 | |
>>> print(rs) | |
ShuffleSplit(n_splits=5, random_state=0, test_size=0.25, train_size=None) | |
>>> for i, (train_index, test_index) in enumerate(rs.split(X)): | |
... print(f"Fold {i}:") | |
... print(f" Train: index={train_index}") | |
... print(f" Test: index={test_index}") | |
Fold 0: | |
Train: index=[1 3 0 4] | |
Test: index=[5 2] | |
Fold 1: | |
Train: index=[4 0 2 5] | |
Test: index=[1 3] | |
Fold 2: | |
Train: index=[1 2 4 0] | |
Test: index=[3 5] | |
Fold 3: | |
Train: index=[3 4 1 0] | |
Test: index=[5 2] | |
Fold 4: | |
Train: index=[3 5 1 0] | |
Test: index=[2 4] | |
>>> # Specify train and test size | |
>>> rs = ShuffleSplit(n_splits=5, train_size=0.5, test_size=.25, | |
... random_state=0) | |
>>> for i, (train_index, test_index) in enumerate(rs.split(X)): | |
... print(f"Fold {i}:") | |
... print(f" Train: index={train_index}") | |
... print(f" Test: index={test_index}") | |
Fold 0: | |
Train: index=[1 3 0] | |
Test: index=[5 2] | |
Fold 1: | |
Train: index=[4 0 2] | |
Test: index=[1 3] | |
Fold 2: | |
Train: index=[1 2 4] | |
Test: index=[3 5] | |
Fold 3: | |
Train: index=[3 4 1] | |
Test: index=[5 2] | |
Fold 4: | |
Train: index=[3 5 1] | |
Test: index=[2 4] | |
""" | |
def __init__( | |
self, n_splits=10, *, test_size=None, train_size=None, random_state=None | |
): | |
super().__init__( | |
n_splits=n_splits, | |
test_size=test_size, | |
train_size=train_size, | |
random_state=random_state, | |
) | |
self._default_test_size = 0.1 | |
def _iter_indices(self, X, y=None, groups=None): | |
n_samples = _num_samples(X) | |
n_train, n_test = _validate_shuffle_split( | |
n_samples, | |
self.test_size, | |
self.train_size, | |
default_test_size=self._default_test_size, | |
) | |
rng = check_random_state(self.random_state) | |
for i in range(self.n_splits): | |
# random partition | |
permutation = rng.permutation(n_samples) | |
ind_test = permutation[:n_test] | |
ind_train = permutation[n_test : (n_test + n_train)] | |
yield ind_train, ind_test | |
class GroupShuffleSplit(GroupsConsumerMixin, ShuffleSplit): | |
"""Shuffle-Group(s)-Out cross-validation iterator. | |
Provides randomized train/test indices to split data according to a | |
third-party provided group. This group information can be used to encode | |
arbitrary domain specific stratifications of the samples as integers. | |
For instance the groups could be the year of collection of the samples | |
and thus allow for cross-validation against time-based splits. | |
The difference between LeavePGroupsOut and GroupShuffleSplit is that | |
the former generates splits using all subsets of size ``p`` unique groups, | |
whereas GroupShuffleSplit generates a user-determined number of random | |
test splits, each with a user-determined fraction of unique groups. | |
For example, a less computationally intensive alternative to | |
``LeavePGroupsOut(p=10)`` would be | |
``GroupShuffleSplit(test_size=10, n_splits=100)``. | |
Note: The parameters ``test_size`` and ``train_size`` refer to groups, and | |
not to samples, as in ShuffleSplit. | |
Read more in the :ref:`User Guide <group_shuffle_split>`. | |
For visualisation of cross-validation behaviour and | |
comparison between common scikit-learn split methods | |
refer to :ref:`sphx_glr_auto_examples_model_selection_plot_cv_indices.py` | |
Parameters | |
---------- | |
n_splits : int, default=5 | |
Number of re-shuffling & splitting iterations. | |
test_size : float, int, default=0.2 | |
If float, should be between 0.0 and 1.0 and represent the proportion | |
of groups to include in the test split (rounded up). If int, | |
represents the absolute number of test groups. If None, the value is | |
set to the complement of the train size. | |
The default will change in version 0.21. It will remain 0.2 only | |
if ``train_size`` is unspecified, otherwise it will complement | |
the specified ``train_size``. | |
train_size : float or int, default=None | |
If float, should be between 0.0 and 1.0 and represent the | |
proportion of the groups to include in the train split. If | |
int, represents the absolute number of train groups. If None, | |
the value is automatically set to the complement of the test size. | |
random_state : int, RandomState instance or None, default=None | |
Controls the randomness of the training and testing indices produced. | |
Pass an int for reproducible output across multiple function calls. | |
See :term:`Glossary <random_state>`. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from sklearn.model_selection import GroupShuffleSplit | |
>>> X = np.ones(shape=(8, 2)) | |
>>> y = np.ones(shape=(8, 1)) | |
>>> groups = np.array([1, 1, 2, 2, 2, 3, 3, 3]) | |
>>> print(groups.shape) | |
(8,) | |
>>> gss = GroupShuffleSplit(n_splits=2, train_size=.7, random_state=42) | |
>>> gss.get_n_splits() | |
2 | |
>>> print(gss) | |
GroupShuffleSplit(n_splits=2, random_state=42, test_size=None, train_size=0.7) | |
>>> for i, (train_index, test_index) in enumerate(gss.split(X, y, groups)): | |
... print(f"Fold {i}:") | |
... print(f" Train: index={train_index}, group={groups[train_index]}") | |
... print(f" Test: index={test_index}, group={groups[test_index]}") | |
Fold 0: | |
Train: index=[2 3 4 5 6 7], group=[2 2 2 3 3 3] | |
Test: index=[0 1], group=[1 1] | |
Fold 1: | |
Train: index=[0 1 5 6 7], group=[1 1 3 3 3] | |
Test: index=[2 3 4], group=[2 2 2] | |
See Also | |
-------- | |
ShuffleSplit : Shuffles samples to create independent test/train sets. | |
LeavePGroupsOut : Train set leaves out all possible subsets of `p` groups. | |
""" | |
def __init__( | |
self, n_splits=5, *, test_size=None, train_size=None, random_state=None | |
): | |
super().__init__( | |
n_splits=n_splits, | |
test_size=test_size, | |
train_size=train_size, | |
random_state=random_state, | |
) | |
self._default_test_size = 0.2 | |
def _iter_indices(self, X, y, groups): | |
if groups is None: | |
raise ValueError("The 'groups' parameter should not be None.") | |
groups = check_array(groups, input_name="groups", ensure_2d=False, dtype=None) | |
classes, group_indices = np.unique(groups, return_inverse=True) | |
for group_train, group_test in super()._iter_indices(X=classes): | |
# these are the indices of classes in the partition | |
# invert them into data indices | |
train = np.flatnonzero(np.isin(group_indices, group_train)) | |
test = np.flatnonzero(np.isin(group_indices, group_test)) | |
yield train, test | |
def split(self, X, y=None, groups=None): | |
"""Generate indices to split data into training and test set. | |
Parameters | |
---------- | |
X : array-like of shape (n_samples, n_features) | |
Training data, where `n_samples` is the number of samples | |
and `n_features` is the number of features. | |
y : array-like of shape (n_samples,), default=None | |
The target variable for supervised learning problems. | |
groups : array-like of shape (n_samples,) | |
Group labels for the samples used while splitting the dataset into | |
train/test set. | |
Yields | |
------ | |
train : ndarray | |
The training set indices for that split. | |
test : ndarray | |
The testing set indices for that split. | |
Notes | |
----- | |
Randomized CV splitters may return different results for each call of | |
split. You can make the results identical by setting `random_state` | |
to an integer. | |
""" | |
return super().split(X, y, groups) | |
class StratifiedShuffleSplit(BaseShuffleSplit): | |
"""Stratified ShuffleSplit cross-validator. | |
Provides train/test indices to split data in train/test sets. | |
This cross-validation object is a merge of StratifiedKFold and | |
ShuffleSplit, which returns stratified randomized folds. The folds | |
are made by preserving the percentage of samples for each class. | |
Note: like the ShuffleSplit strategy, stratified random splits | |
do not guarantee that all folds will be different, although this is | |
still very likely for sizeable datasets. | |
Read more in the :ref:`User Guide <stratified_shuffle_split>`. | |
For visualisation of cross-validation behaviour and | |
comparison between common scikit-learn split methods | |
refer to :ref:`sphx_glr_auto_examples_model_selection_plot_cv_indices.py` | |
Parameters | |
---------- | |
n_splits : int, default=10 | |
Number of re-shuffling & splitting iterations. | |
test_size : float or int, default=None | |
If float, should be between 0.0 and 1.0 and represent the proportion | |
of the dataset to include in the test split. If int, represents the | |
absolute number of test samples. If None, the value is set to the | |
complement of the train size. If ``train_size`` is also None, it will | |
be set to 0.1. | |
train_size : float or int, default=None | |
If float, should be between 0.0 and 1.0 and represent the | |
proportion of the dataset to include in the train split. If | |
int, represents the absolute number of train samples. If None, | |
the value is automatically set to the complement of the test size. | |
random_state : int, RandomState instance or None, default=None | |
Controls the randomness of the training and testing indices produced. | |
Pass an int for reproducible output across multiple function calls. | |
See :term:`Glossary <random_state>`. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from sklearn.model_selection import StratifiedShuffleSplit | |
>>> X = np.array([[1, 2], [3, 4], [1, 2], [3, 4], [1, 2], [3, 4]]) | |
>>> y = np.array([0, 0, 0, 1, 1, 1]) | |
>>> sss = StratifiedShuffleSplit(n_splits=5, test_size=0.5, random_state=0) | |
>>> sss.get_n_splits(X, y) | |
5 | |
>>> print(sss) | |
StratifiedShuffleSplit(n_splits=5, random_state=0, ...) | |
>>> for i, (train_index, test_index) in enumerate(sss.split(X, y)): | |
... print(f"Fold {i}:") | |
... print(f" Train: index={train_index}") | |
... print(f" Test: index={test_index}") | |
Fold 0: | |
Train: index=[5 2 3] | |
Test: index=[4 1 0] | |
Fold 1: | |
Train: index=[5 1 4] | |
Test: index=[0 2 3] | |
Fold 2: | |
Train: index=[5 0 2] | |
Test: index=[4 3 1] | |
Fold 3: | |
Train: index=[4 1 0] | |
Test: index=[2 3 5] | |
Fold 4: | |
Train: index=[0 5 1] | |
Test: index=[3 4 2] | |
""" | |
def __init__( | |
self, n_splits=10, *, test_size=None, train_size=None, random_state=None | |
): | |
super().__init__( | |
n_splits=n_splits, | |
test_size=test_size, | |
train_size=train_size, | |
random_state=random_state, | |
) | |
self._default_test_size = 0.1 | |
def _iter_indices(self, X, y, groups=None): | |
n_samples = _num_samples(X) | |
y = check_array(y, input_name="y", ensure_2d=False, dtype=None) | |
n_train, n_test = _validate_shuffle_split( | |
n_samples, | |
self.test_size, | |
self.train_size, | |
default_test_size=self._default_test_size, | |
) | |
if y.ndim == 2: | |
# for multi-label y, map each distinct row to a string repr | |
# using join because str(row) uses an ellipsis if len(row) > 1000 | |
y = np.array([" ".join(row.astype("str")) for row in y]) | |
classes, y_indices = np.unique(y, return_inverse=True) | |
n_classes = classes.shape[0] | |
class_counts = np.bincount(y_indices) | |
if np.min(class_counts) < 2: | |
raise ValueError( | |
"The least populated class in y has only 1" | |
" member, which is too few. The minimum" | |
" number of groups for any class cannot" | |
" be less than 2." | |
) | |
if n_train < n_classes: | |
raise ValueError( | |
"The train_size = %d should be greater or " | |
"equal to the number of classes = %d" % (n_train, n_classes) | |
) | |
if n_test < n_classes: | |
raise ValueError( | |
"The test_size = %d should be greater or " | |
"equal to the number of classes = %d" % (n_test, n_classes) | |
) | |
# Find the sorted list of instances for each class: | |
# (np.unique above performs a sort, so code is O(n logn) already) | |
class_indices = np.split( | |
np.argsort(y_indices, kind="mergesort"), np.cumsum(class_counts)[:-1] | |
) | |
rng = check_random_state(self.random_state) | |
for _ in range(self.n_splits): | |
# if there are ties in the class-counts, we want | |
# to make sure to break them anew in each iteration | |
n_i = _approximate_mode(class_counts, n_train, rng) | |
class_counts_remaining = class_counts - n_i | |
t_i = _approximate_mode(class_counts_remaining, n_test, rng) | |
train = [] | |
test = [] | |
for i in range(n_classes): | |
permutation = rng.permutation(class_counts[i]) | |
perm_indices_class_i = class_indices[i].take(permutation, mode="clip") | |
train.extend(perm_indices_class_i[: n_i[i]]) | |
test.extend(perm_indices_class_i[n_i[i] : n_i[i] + t_i[i]]) | |
train = rng.permutation(train) | |
test = rng.permutation(test) | |
yield train, test | |
def split(self, X, y, groups=None): | |
"""Generate indices to split data into training and test set. | |
Parameters | |
---------- | |
X : array-like of shape (n_samples, n_features) | |
Training data, where `n_samples` is the number of samples | |
and `n_features` is the number of features. | |
Note that providing ``y`` is sufficient to generate the splits and | |
hence ``np.zeros(n_samples)`` may be used as a placeholder for | |
``X`` instead of actual training data. | |
y : array-like of shape (n_samples,) or (n_samples, n_labels) | |
The target variable for supervised learning problems. | |
Stratification is done based on the y labels. | |
groups : object | |
Always ignored, exists for compatibility. | |
Yields | |
------ | |
train : ndarray | |
The training set indices for that split. | |
test : ndarray | |
The testing set indices for that split. | |
Notes | |
----- | |
Randomized CV splitters may return different results for each call of | |
split. You can make the results identical by setting `random_state` | |
to an integer. | |
""" | |
y = check_array(y, input_name="y", ensure_2d=False, dtype=None) | |
return super().split(X, y, groups) | |
def _validate_shuffle_split(n_samples, test_size, train_size, default_test_size=None): | |
""" | |
Validation helper to check if the test/test sizes are meaningful w.r.t. the | |
size of the data (n_samples). | |
""" | |
if test_size is None and train_size is None: | |
test_size = default_test_size | |
test_size_type = np.asarray(test_size).dtype.kind | |
train_size_type = np.asarray(train_size).dtype.kind | |
if ( | |
test_size_type == "i" | |
and (test_size >= n_samples or test_size <= 0) | |
or test_size_type == "f" | |
and (test_size <= 0 or test_size >= 1) | |
): | |
raise ValueError( | |
"test_size={0} should be either positive and smaller" | |
" than the number of samples {1} or a float in the " | |
"(0, 1) range".format(test_size, n_samples) | |
) | |
if ( | |
train_size_type == "i" | |
and (train_size >= n_samples or train_size <= 0) | |
or train_size_type == "f" | |
and (train_size <= 0 or train_size >= 1) | |
): | |
raise ValueError( | |
"train_size={0} should be either positive and smaller" | |
" than the number of samples {1} or a float in the " | |
"(0, 1) range".format(train_size, n_samples) | |
) | |
if train_size is not None and train_size_type not in ("i", "f"): | |
raise ValueError("Invalid value for train_size: {}".format(train_size)) | |
if test_size is not None and test_size_type not in ("i", "f"): | |
raise ValueError("Invalid value for test_size: {}".format(test_size)) | |
if train_size_type == "f" and test_size_type == "f" and train_size + test_size > 1: | |
raise ValueError( | |
"The sum of test_size and train_size = {}, should be in the (0, 1)" | |
" range. Reduce test_size and/or train_size.".format(train_size + test_size) | |
) | |
if test_size_type == "f": | |
n_test = ceil(test_size * n_samples) | |
elif test_size_type == "i": | |
n_test = float(test_size) | |
if train_size_type == "f": | |
n_train = floor(train_size * n_samples) | |
elif train_size_type == "i": | |
n_train = float(train_size) | |
if train_size is None: | |
n_train = n_samples - n_test | |
elif test_size is None: | |
n_test = n_samples - n_train | |
if n_train + n_test > n_samples: | |
raise ValueError( | |
"The sum of train_size and test_size = %d, " | |
"should be smaller than the number of " | |
"samples %d. Reduce test_size and/or " | |
"train_size." % (n_train + n_test, n_samples) | |
) | |
n_train, n_test = int(n_train), int(n_test) | |
if n_train == 0: | |
raise ValueError( | |
"With n_samples={}, test_size={} and train_size={}, the " | |
"resulting train set will be empty. Adjust any of the " | |
"aforementioned parameters.".format(n_samples, test_size, train_size) | |
) | |
return n_train, n_test | |
class PredefinedSplit(BaseCrossValidator): | |
"""Predefined split cross-validator. | |
Provides train/test indices to split data into train/test sets using a | |
predefined scheme specified by the user with the ``test_fold`` parameter. | |
Read more in the :ref:`User Guide <predefined_split>`. | |
.. versionadded:: 0.16 | |
Parameters | |
---------- | |
test_fold : array-like of shape (n_samples,) | |
The entry ``test_fold[i]`` represents the index of the test set that | |
sample ``i`` belongs to. It is possible to exclude sample ``i`` from | |
any test set (i.e. include sample ``i`` in every training set) by | |
setting ``test_fold[i]`` equal to -1. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from sklearn.model_selection import PredefinedSplit | |
>>> X = np.array([[1, 2], [3, 4], [1, 2], [3, 4]]) | |
>>> y = np.array([0, 0, 1, 1]) | |
>>> test_fold = [0, 1, -1, 1] | |
>>> ps = PredefinedSplit(test_fold) | |
>>> ps.get_n_splits() | |
2 | |
>>> print(ps) | |
PredefinedSplit(test_fold=array([ 0, 1, -1, 1])) | |
>>> for i, (train_index, test_index) in enumerate(ps.split()): | |
... print(f"Fold {i}:") | |
... print(f" Train: index={train_index}") | |
... print(f" Test: index={test_index}") | |
Fold 0: | |
Train: index=[1 2 3] | |
Test: index=[0] | |
Fold 1: | |
Train: index=[0 2] | |
Test: index=[1 3] | |
""" | |
def __init__(self, test_fold): | |
self.test_fold = np.array(test_fold, dtype=int) | |
self.test_fold = column_or_1d(self.test_fold) | |
self.unique_folds = np.unique(self.test_fold) | |
self.unique_folds = self.unique_folds[self.unique_folds != -1] | |
def split(self, X=None, y=None, groups=None): | |
"""Generate indices to split data into training and test set. | |
Parameters | |
---------- | |
X : object | |
Always ignored, exists for compatibility. | |
y : object | |
Always ignored, exists for compatibility. | |
groups : object | |
Always ignored, exists for compatibility. | |
Yields | |
------ | |
train : ndarray | |
The training set indices for that split. | |
test : ndarray | |
The testing set indices for that split. | |
""" | |
ind = np.arange(len(self.test_fold)) | |
for test_index in self._iter_test_masks(): | |
train_index = ind[np.logical_not(test_index)] | |
test_index = ind[test_index] | |
yield train_index, test_index | |
def _iter_test_masks(self): | |
"""Generates boolean masks corresponding to test sets.""" | |
for f in self.unique_folds: | |
test_index = np.where(self.test_fold == f)[0] | |
test_mask = np.zeros(len(self.test_fold), dtype=bool) | |
test_mask[test_index] = True | |
yield test_mask | |
def get_n_splits(self, X=None, y=None, groups=None): | |
"""Returns the number of splitting iterations in the cross-validator. | |
Parameters | |
---------- | |
X : object | |
Always ignored, exists for compatibility. | |
y : object | |
Always ignored, exists for compatibility. | |
groups : object | |
Always ignored, exists for compatibility. | |
Returns | |
------- | |
n_splits : int | |
Returns the number of splitting iterations in the cross-validator. | |
""" | |
return len(self.unique_folds) | |
class _CVIterableWrapper(BaseCrossValidator): | |
"""Wrapper class for old style cv objects and iterables.""" | |
def __init__(self, cv): | |
self.cv = list(cv) | |
def get_n_splits(self, X=None, y=None, groups=None): | |
"""Returns the number of splitting iterations in the cross-validator. | |
Parameters | |
---------- | |
X : object | |
Always ignored, exists for compatibility. | |
y : object | |
Always ignored, exists for compatibility. | |
groups : object | |
Always ignored, exists for compatibility. | |
Returns | |
------- | |
n_splits : int | |
Returns the number of splitting iterations in the cross-validator. | |
""" | |
return len(self.cv) | |
def split(self, X=None, y=None, groups=None): | |
"""Generate indices to split data into training and test set. | |
Parameters | |
---------- | |
X : object | |
Always ignored, exists for compatibility. | |
y : object | |
Always ignored, exists for compatibility. | |
groups : object | |
Always ignored, exists for compatibility. | |
Yields | |
------ | |
train : ndarray | |
The training set indices for that split. | |
test : ndarray | |
The testing set indices for that split. | |
""" | |
for train, test in self.cv: | |
yield train, test | |
def check_cv(cv=5, y=None, *, classifier=False): | |
"""Input checker utility for building a cross-validator. | |
Parameters | |
---------- | |
cv : int, cross-validation generator or an iterable, default=None | |
Determines the cross-validation splitting strategy. | |
Possible inputs for cv are: | |
- None, to use the default 5-fold cross validation, | |
- integer, to specify the number of folds. | |
- :term:`CV splitter`, | |
- An iterable that generates (train, test) splits as arrays of indices. | |
For integer/None inputs, if classifier is True and ``y`` is either | |
binary or multiclass, :class:`StratifiedKFold` is used. In all other | |
cases, :class:`KFold` is used. | |
Refer :ref:`User Guide <cross_validation>` for the various | |
cross-validation strategies that can be used here. | |
.. versionchanged:: 0.22 | |
``cv`` default value changed from 3-fold to 5-fold. | |
y : array-like, default=None | |
The target variable for supervised learning problems. | |
classifier : bool, default=False | |
Whether the task is a classification task, in which case | |
stratified KFold will be used. | |
Returns | |
------- | |
checked_cv : a cross-validator instance. | |
The return value is a cross-validator which generates the train/test | |
splits via the ``split`` method. | |
Examples | |
-------- | |
>>> from sklearn.model_selection import check_cv | |
>>> check_cv(cv=5, y=None, classifier=False) | |
KFold(...) | |
>>> check_cv(cv=5, y=[1, 1, 0, 0, 0, 0], classifier=True) | |
StratifiedKFold(...) | |
""" | |
cv = 5 if cv is None else cv | |
if isinstance(cv, numbers.Integral): | |
if ( | |
classifier | |
and (y is not None) | |
and (type_of_target(y, input_name="y") in ("binary", "multiclass")) | |
): | |
return StratifiedKFold(cv) | |
else: | |
return KFold(cv) | |
if not hasattr(cv, "split") or isinstance(cv, str): | |
if not isinstance(cv, Iterable) or isinstance(cv, str): | |
raise ValueError( | |
"Expected cv as an integer, cross-validation " | |
"object (from sklearn.model_selection) " | |
"or an iterable. Got %s." % cv | |
) | |
return _CVIterableWrapper(cv) | |
return cv # New style cv objects are passed without any modification | |
def train_test_split( | |
*arrays, | |
test_size=None, | |
train_size=None, | |
random_state=None, | |
shuffle=True, | |
stratify=None, | |
): | |
"""Split arrays or matrices into random train and test subsets. | |
Quick utility that wraps input validation, | |
``next(ShuffleSplit().split(X, y))``, and application to input data | |
into a single call for splitting (and optionally subsampling) data into a | |
one-liner. | |
Read more in the :ref:`User Guide <cross_validation>`. | |
Parameters | |
---------- | |
*arrays : sequence of indexables with same length / shape[0] | |
Allowed inputs are lists, numpy arrays, scipy-sparse | |
matrices or pandas dataframes. | |
test_size : float or int, default=None | |
If float, should be between 0.0 and 1.0 and represent the proportion | |
of the dataset to include in the test split. If int, represents the | |
absolute number of test samples. If None, the value is set to the | |
complement of the train size. If ``train_size`` is also None, it will | |
be set to 0.25. | |
train_size : float or int, default=None | |
If float, should be between 0.0 and 1.0 and represent the | |
proportion of the dataset to include in the train split. If | |
int, represents the absolute number of train samples. If None, | |
the value is automatically set to the complement of the test size. | |
random_state : int, RandomState instance or None, default=None | |
Controls the shuffling applied to the data before applying the split. | |
Pass an int for reproducible output across multiple function calls. | |
See :term:`Glossary <random_state>`. | |
shuffle : bool, default=True | |
Whether or not to shuffle the data before splitting. If shuffle=False | |
then stratify must be None. | |
stratify : array-like, default=None | |
If not None, data is split in a stratified fashion, using this as | |
the class labels. | |
Read more in the :ref:`User Guide <stratification>`. | |
Returns | |
------- | |
splitting : list, length=2 * len(arrays) | |
List containing train-test split of inputs. | |
.. versionadded:: 0.16 | |
If the input is sparse, the output will be a | |
``scipy.sparse.csr_matrix``. Else, output type is the same as the | |
input type. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from sklearn.model_selection import train_test_split | |
>>> X, y = np.arange(10).reshape((5, 2)), range(5) | |
>>> X | |
array([[0, 1], | |
[2, 3], | |
[4, 5], | |
[6, 7], | |
[8, 9]]) | |
>>> list(y) | |
[0, 1, 2, 3, 4] | |
>>> X_train, X_test, y_train, y_test = train_test_split( | |
... X, y, test_size=0.33, random_state=42) | |
... | |
>>> X_train | |
array([[4, 5], | |
[0, 1], | |
[6, 7]]) | |
>>> y_train | |
[2, 0, 3] | |
>>> X_test | |
array([[2, 3], | |
[8, 9]]) | |
>>> y_test | |
[1, 4] | |
>>> train_test_split(y, shuffle=False) | |
[[0, 1, 2], [3, 4]] | |
""" | |
n_arrays = len(arrays) | |
if n_arrays == 0: | |
raise ValueError("At least one array required as input") | |
arrays = indexable(*arrays) | |
n_samples = _num_samples(arrays[0]) | |
n_train, n_test = _validate_shuffle_split( | |
n_samples, test_size, train_size, default_test_size=0.25 | |
) | |
if shuffle is False: | |
if stratify is not None: | |
raise ValueError( | |
"Stratified train/test split is not implemented for shuffle=False" | |
) | |
train = np.arange(n_train) | |
test = np.arange(n_train, n_train + n_test) | |
else: | |
if stratify is not None: | |
CVClass = StratifiedShuffleSplit | |
else: | |
CVClass = ShuffleSplit | |
cv = CVClass(test_size=n_test, train_size=n_train, random_state=random_state) | |
train, test = next(cv.split(X=arrays[0], y=stratify)) | |
return list( | |
chain.from_iterable( | |
(_safe_indexing(a, train), _safe_indexing(a, test)) for a in arrays | |
) | |
) | |
# Tell nose that train_test_split is not a test. | |
# (Needed for external libraries that may use nose.) | |
# Use setattr to avoid mypy errors when monkeypatching. | |
setattr(train_test_split, "__test__", False) | |
def _pprint(params, offset=0, printer=repr): | |
"""Pretty print the dictionary 'params' | |
Parameters | |
---------- | |
params : dict | |
The dictionary to pretty print | |
offset : int, default=0 | |
The offset in characters to add at the begin of each line. | |
printer : callable, default=repr | |
The function to convert entries to strings, typically | |
the builtin str or repr | |
""" | |
# Do a multi-line justified repr: | |
options = np.get_printoptions() | |
np.set_printoptions(precision=5, threshold=64, edgeitems=2) | |
params_list = list() | |
this_line_length = offset | |
line_sep = ",\n" + (1 + offset // 2) * " " | |
for i, (k, v) in enumerate(sorted(params.items())): | |
if isinstance(v, float): | |
# use str for representing floating point numbers | |
# this way we get consistent representation across | |
# architectures and versions. | |
this_repr = "%s=%s" % (k, str(v)) | |
else: | |
# use repr of the rest | |
this_repr = "%s=%s" % (k, printer(v)) | |
if len(this_repr) > 500: | |
this_repr = this_repr[:300] + "..." + this_repr[-100:] | |
if i > 0: | |
if this_line_length + len(this_repr) >= 75 or "\n" in this_repr: | |
params_list.append(line_sep) | |
this_line_length = len(line_sep) | |
else: | |
params_list.append(", ") | |
this_line_length += 2 | |
params_list.append(this_repr) | |
this_line_length += len(this_repr) | |
np.set_printoptions(**options) | |
lines = "".join(params_list) | |
# Strip trailing space to avoid nightmare in doctests | |
lines = "\n".join(l.rstrip(" ") for l in lines.split("\n")) | |
return lines | |
def _build_repr(self): | |
# XXX This is copied from BaseEstimator's get_params | |
cls = self.__class__ | |
init = getattr(cls.__init__, "deprecated_original", cls.__init__) | |
# Ignore varargs, kw and default values and pop self | |
init_signature = signature(init) | |
# Consider the constructor parameters excluding 'self' | |
if init is object.__init__: | |
args = [] | |
else: | |
args = sorted( | |
[ | |
p.name | |
for p in init_signature.parameters.values() | |
if p.name != "self" and p.kind != p.VAR_KEYWORD | |
] | |
) | |
class_name = self.__class__.__name__ | |
params = dict() | |
for key in args: | |
# We need deprecation warnings to always be on in order to | |
# catch deprecated param values. | |
# This is set in utils/__init__.py but it gets overwritten | |
# when running under python3 somehow. | |
warnings.simplefilter("always", FutureWarning) | |
try: | |
with warnings.catch_warnings(record=True) as w: | |
value = getattr(self, key, None) | |
if value is None and hasattr(self, "cvargs"): | |
value = self.cvargs.get(key, None) | |
if len(w) and w[0].category == FutureWarning: | |
# if the parameter is deprecated, don't show it | |
continue | |
finally: | |
warnings.filters.pop(0) | |
params[key] = value | |
return "%s(%s)" % (class_name, _pprint(params, offset=len(class_name))) | |
def _yields_constant_splits(cv): | |
# Return True if calling cv.split() always returns the same splits | |
# We assume that if a cv doesn't have a shuffle parameter, it shuffles by | |
# default (e.g. ShuffleSplit). If it actually doesn't shuffle (e.g. | |
# LeaveOneOut), then it won't have a random_state parameter anyway, in | |
# which case it will default to 0, leading to output=True | |
shuffle = getattr(cv, "shuffle", True) | |
random_state = getattr(cv, "random_state", 0) | |
return isinstance(random_state, numbers.Integral) or not shuffle | |