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#' V-Fold Cross-Validation
#'
#' V-fold cross-validation (also known as k-fold cross-validation) randomly
#' splits the data into V groups of roughly equal size (called "folds"). A
#' resample of the analysis data consists of V-1 of the folds while the
#' assessment set contains the final fold. In basic V-fold cross-validation
#' (i.e. no repeats), the number of resamples is equal to V.
#' @details With more than one repeat, the basic V-fold cross-validation is
#' conducted each time. For example, if three repeats are used with `v = 10`,
#' there are a total of 30 splits: three groups of 10 that are generated
#' separately.
#' @template strata_details
#' @inheritParams make_strata
#' @param data A data frame.
#' @param v The number of partitions of the data set.
#' @param repeats The number of times to repeat the V-fold partitioning.
#' @param strata A variable in `data` (single character or name) used to conduct
#' stratified sampling. When not `NULL`, each resample is created within the
#' stratification variable. Numeric `strata` are binned into quartiles.
#' @inheritParams rlang::args_dots_empty
#' @export
#' @return A tibble with classes `vfold_cv`, `rset`, `tbl_df`, `tbl`, and
#' `data.frame`. The results include a column for the data split objects and
#' one or more identification variables. For a single repeat, there will be
#' one column called `id` that has a character string with the fold identifier.
#' For repeats, `id` is the repeat number and an additional column called `id2`
#' that contains the fold information (within repeat).
#'
#' @examplesIf rlang::is_installed("modeldata")
#' vfold_cv(mtcars, v = 10)
#' vfold_cv(mtcars, v = 10, repeats = 2)
#'
#' library(purrr)
#' data(wa_churn, package = "modeldata")
#'
#' set.seed(13)
#' folds1 <- vfold_cv(wa_churn, v = 5)
#' map_dbl(
#' folds1$splits,
#' function(x) {
#' dat <- as.data.frame(x)$churn
#' mean(dat == "Yes")
#' }
#' )
#'
#' set.seed(13)
#' folds2 <- vfold_cv(wa_churn, strata = churn, v = 5)
#' map_dbl(
#' folds2$splits,
#' function(x) {
#' dat <- as.data.frame(x)$churn
#' mean(dat == "Yes")
#' }
#' )
#'
#' set.seed(13)
#' folds3 <- vfold_cv(wa_churn, strata = tenure, breaks = 6, v = 5)
#' map_dbl(
#' folds3$splits,
#' function(x) {
#' dat <- as.data.frame(x)$churn
#' mean(dat == "Yes")
#' }
#' )
#' @export
vfold_cv <- function(data, v = 10, repeats = 1,
strata = NULL, breaks = 4, pool = 0.1, ...) {
check_dots_empty()
if (!missing(strata)) {
strata <- tidyselect::vars_select(names(data), !!enquo(strata))
if (length(strata) == 0) strata <- NULL
}
strata_check(strata, data)
check_repeats(repeats)
if (repeats == 1) {
split_objs <- vfold_splits(
data = data, v = v,
strata = strata, breaks = breaks, pool = pool
)
} else {
if (v == nrow(data)) {
rlang::abort(
glue::glue("Repeated resampling when `v` is {v} would create identical resamples")
)
}
for (i in 1:repeats) {
tmp <- vfold_splits(data = data, v = v, strata = strata, pool = pool)
tmp$id2 <- tmp$id
tmp$id <- names0(repeats, "Repeat")[i]
split_objs <- if (i == 1) {
tmp
} else {
rbind(split_objs, tmp)
}
}
}
## We remove the holdout indices since it will save space and we can
## derive them later when they are needed.
split_objs$splits <- map(split_objs$splits, rm_out)
## Save some overall information
if (!is.null(strata)) names(strata) <- NULL
cv_att <- list(
v = v,
repeats = repeats,
strata = strata,
breaks = breaks,
pool = pool
)
new_rset(
splits = split_objs$splits,
ids = split_objs[, grepl("^id", names(split_objs))],
attrib = cv_att,
subclass = c("vfold_cv", "rset")
)
}
vfold_splits <- function(data, v = 10, strata = NULL, breaks = 4, pool = 0.1) {
n <- nrow(data)
check_v(v, n, call = rlang::caller_env())
if (is.null(strata)) {
folds <- sample(rep(1:v, length.out = n))
idx <- seq_len(n)
indices <- split_unnamed(idx, folds)
} else {
stratas <- tibble::tibble(
idx = 1:n,
strata = make_strata(getElement(data, strata),
breaks = breaks,
pool = pool
)
)
stratas <- split_unnamed(stratas, stratas$strata)
stratas <- purrr::map(stratas, add_vfolds, v = v)
stratas <- dplyr::bind_rows(stratas)
indices <- split_unnamed(stratas$idx, stratas$folds)
}
indices <- lapply(indices, default_complement, n = n)
split_objs <- purrr::map(indices, make_splits, data = data, class = "vfold_split")
tibble::tibble(
splits = split_objs,
id = names0(length(split_objs), "Fold")
)
}
#' Group V-Fold Cross-Validation
#'
#' Group V-fold cross-validation creates splits of the data based
#' on some grouping variable (which may have more than a single row
#' associated with it). The function can create as many splits as
#' there are unique values of the grouping variable or it can
#' create a smaller set of splits where more than one group is left
#' out at a time. A common use of this kind of resampling is when you have
#' repeated measures of the same subject.
#'
#' @inheritParams vfold_cv
#' @param v The number of partitions of the data set. If left as `NULL` (the
#' default), `v` will be set to the number of unique values in the grouping
#' variable, creating "leave-one-group-out" splits.
#' @param balance If `v` is less than the number of unique groups, how should
#' groups be combined into folds? Should be one of
#' `"groups"`, which will assign roughly the same number of groups to each
#' fold, or `"observations"`, which will assign roughly the same number of
#' observations to each fold.
#' @inheritParams make_groups
#'
#' @export
#' @return A tibble with classes `group_vfold_cv`,
#' `rset`, `tbl_df`, `tbl`, and `data.frame`.
#' The results include a column for the data split objects and an
#' identification variable.
#' @examplesIf rlang::is_installed("modeldata")
#' data(ames, package = "modeldata")
#'
#' set.seed(123)
#' group_vfold_cv(ames, group = Neighborhood, v = 5)
#' group_vfold_cv(
#' ames,
#' group = Neighborhood,
#' v = 5,
#' balance = "observations"
#' )
#' group_vfold_cv(ames, group = Neighborhood, v = 5, repeats = 2)
#'
#' # Leave-one-group-out CV
#' group_vfold_cv(ames, group = Neighborhood)
#'
#' library(dplyr)
#' data(Sacramento, package = "modeldata")
#'
#' city_strata <- Sacramento %>%
#' group_by(city) %>%
#' summarize(strata = mean(price)) %>%
#' summarize(city = city,
#' strata = cut(strata, quantile(strata), include.lowest = TRUE))
#'
#' sacramento_data <- Sacramento %>%
#' full_join(city_strata, by = "city")
#'
#' group_vfold_cv(sacramento_data, city, strata = strata)
#'
#' @export
group_vfold_cv <- function(data, group = NULL, v = NULL, repeats = 1, balance = c("groups", "observations"), ..., strata = NULL, pool = 0.1) {
check_dots_empty()
check_repeats(repeats)
group <- validate_group({{ group }}, data)
balance <- rlang::arg_match(balance)
if (!missing(strata)) {
strata <- check_grouped_strata({{ group }}, {{ strata }}, pool, data)
}
if (repeats == 1) {
split_objs <- group_vfold_splits(data = data, group = group, v = v, balance = balance, strata = strata, pool = pool)
} else {
if (is.null(v)) {
rlang::abort(
"Repeated resampling when `v` is `NULL` would create identical resamples"
)
}
if (v == length(unique(getElement(data, group)))) {
rlang::abort(
glue::glue("Repeated resampling when `v` is {v} would create identical resamples")
)
}
for (i in 1:repeats) {
tmp <- group_vfold_splits(data = data, group = group, v = v, balance = balance, strata = strata, pool = pool)
tmp$id2 <- tmp$id
tmp$id <- names0(repeats, "Repeat")[i]
split_objs <- if (i == 1) {
tmp
} else {
rbind(split_objs, tmp)
}
}
}
## We remove the holdout indices since it will save space and we can
## derive them later when they are needed.
split_objs$splits <- map(split_objs$splits, rm_out)
# Update `v` if not supplied directly
if (is.null(v)) {
v <- length(split_objs$splits)
}
## Save some overall information
cv_att <- list(v = v, group = group, balance = balance, repeats = 1, strata = strata, pool = pool)
new_rset(
splits = split_objs$splits,
ids = split_objs[, grepl("^id", names(split_objs))],
attrib = cv_att,
subclass = c("group_vfold_cv", "vfold_cv", "group_rset", "rset")
)
}
group_vfold_splits <- function(data, group, v = NULL, balance, strata = NULL, pool = 0.1) {
group <- getElement(data, group)
max_v <- length(unique(group))
if (!is.null(strata)) {
strata <- getElement(data, strata)
strata <- as.character(strata)
strata <- make_strata(strata, pool = pool)
if (is.null(v)) {
# Set max_v to be the lowest number of groups in a single strata
# to ensure that all folds get each strata
max_v <- min(
vec_count(
vec_unique(
data.frame(group, strata)
)$strata
)$count
)
message <- c(
"Leaving `v = NULL` while using stratification will set `v` to the number of groups present in the least common stratum."
)
if (max_v < 5) {
rlang::abort(c(
message,
x = glue::glue("The least common stratum only had {max_v} groups, which may not be enough for cross-validation."),
i = "Set `v` explicitly to override this error."
),
call = rlang::caller_env())
}
rlang::warn(c(
message,
i = "Set `v` explicitly to override this warning."
),
call = rlang::caller_env())
}
}
if (is.null(v)) {
v <- max_v
}
check_v(v = v, max_v = max_v, rows = "groups", call = rlang::caller_env())
indices <- make_groups(data, group, v, balance, strata)
indices <- lapply(indices, default_complement, n = nrow(data))
split_objs <-
purrr::map(indices,
make_splits,
data = data,
class = c("group_vfold_split", "vfold_split")
)
tibble::tibble(
splits = split_objs,
id = names0(length(split_objs), "Resample")
)
}
add_vfolds <- function(x, v) {
x$folds <- sample(rep(1:v, length.out = nrow(x)))
x
}
check_v <- function(v, max_v, rows = "rows", call = rlang::caller_env()) {
if (!is.numeric(v) || length(v) != 1 || v < 2) {
rlang::abort("`v` must be a single positive integer greater than 1", call = call)
} else if (v > max_v) {
rlang::abort(
glue::glue("The number of {rows} is less than `v = {v}`"), call = call
)
}
}
check_grouped_strata <- function(group, strata, pool, data) {
strata <- tidyselect::vars_select(names(data), !!enquo(strata))
grouped_table <- tibble(
group = getElement(data, group),
strata = getElement(data, strata)
)
if (nrow(vctrs::vec_unique(grouped_table)) !=
nrow(vctrs::vec_unique(grouped_table["group"]))) {
rlang::abort("`strata` must be constant across all members of each `group`.")
}
strata
}
check_repeats <- function(repeats, call = rlang::caller_env()) {
if (!is.numeric(repeats) || length(repeats) != 1 || repeats < 1) {
rlang::abort("`repeats` must be a single positive integer", call = call)
}
}
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