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"""
The :mod:`sklearn.cross_validation` module includes utilities for cross-
validation and performance evaluation.
"""
# Author: Alexandre Gramfort <alexandre.gramfort@inria.fr>,
# Gael Varoquaux <gael.varoquaux@normalesup.org>,
# Olivier Grisel <olivier.grisel@ensta.org>
# License: BSD Style.
from itertools import combinations
from math import ceil, floor, factorial
import operator
import warnings
import numpy as np
import scipy.sparse as sp
from .base import is_classifier, clone
from .utils import check_arrays, check_random_state
from .utils.fixes import unique, in1d
from .externals.joblib import Parallel, delayed
class LeaveOneOut(object):
"""Leave-One-Out cross validation iterator.
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.
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 KFold, StratifiedKFold or
ShuffleSplit.
Parameters
----------
n: int
Total number of elements
indices: boolean, optional (default True)
Return train/test split as arrays of indices, rather than a boolean
mask array. Integer indices are required when dealing with sparse
matrices, since those cannot be indexed by boolean masks.
Examples
--------
>>> from sklearn import cross_validation
>>> X = np.array([[1, 2], [3, 4]])
>>> y = np.array([1, 2])
>>> loo = cross_validation.LeaveOneOut(2)
>>> len(loo)
2
>>> print loo
sklearn.cross_validation.LeaveOneOut(n=2)
>>> for train_index, test_index in loo:
... print "TRAIN:", train_index, "TEST:", test_index
... X_train, X_test = X[train_index], X[test_index]
... y_train, y_test = y[train_index], y[test_index]
... print X_train, X_test, y_train, y_test
TRAIN: [1] TEST: [0]
[[3 4]] [[1 2]] [2] [1]
TRAIN: [0] TEST: [1]
[[1 2]] [[3 4]] [1] [2]
See also
========
LeaveOneLabelOut for splitting the data according to explicit,
domain-specific stratification of the dataset.
"""
def __init__(self, n, indices=True):
self.n = n
self.indices = indices
def __iter__(self):
n = self.n
for i in xrange(n):
test_index = np.zeros(n, dtype=np.bool)
test_index[i] = True
train_index = np.logical_not(test_index)
if self.indices:
ind = np.arange(n)
train_index = ind[train_index]
test_index = ind[test_index]
yield train_index, test_index
def __repr__(self):
return '%s.%s(n=%i)' % (
self.__class__.__module__,
self.__class__.__name__,
self.n,
)
def __len__(self):
return self.n
class LeavePOut(object):
"""Leave-P-Out cross validation iterator
Provides train/test indices to split data in train test sets. The
test set is built using p samples while the remaining samples form
the training set.
Due to the high number of iterations which grows with the number of
samples this cross validation method can be very costly. For large
datasets one should favor KFold, StratifiedKFold or ShuffleSplit.
Parameters
----------
n: int
Total number of elements
p: int
Size of the test sets
indices: boolean, optional (default True)
Return train/test split as arrays of indices, rather than a boolean
mask array. Integer indices are required when dealing with sparse
matrices, since those cannot be indexed by boolean masks.
Examples
--------
>>> from sklearn import cross_validation
>>> X = np.array([[1, 2], [3, 4], [5, 6], [7, 8]])
>>> y = np.array([1, 2, 3, 4])
>>> lpo = cross_validation.LeavePOut(4, 2)
>>> len(lpo)
6
>>> print lpo
sklearn.cross_validation.LeavePOut(n=4, p=2)
>>> for train_index, test_index in lpo:
... print "TRAIN:", train_index, "TEST:", test_index
... X_train, X_test = X[train_index], X[test_index]
... y_train, y_test = y[train_index], y[test_index]
TRAIN: [2 3] TEST: [0 1]
TRAIN: [1 3] TEST: [0 2]
TRAIN: [1 2] TEST: [0 3]
TRAIN: [0 3] TEST: [1 2]
TRAIN: [0 2] TEST: [1 3]
TRAIN: [0 1] TEST: [2 3]
"""
def __init__(self, n, p, indices=True):
self.n = n
self.p = p
self.indices = indices
def __iter__(self):
n = self.n
p = self.p
comb = combinations(range(n), p)
for idx in comb:
test_index = np.zeros(n, dtype=np.bool)
test_index[np.array(idx)] = True
train_index = np.logical_not(test_index)
if self.indices:
ind = np.arange(n)
train_index = ind[train_index]
test_index = ind[test_index]
yield train_index, test_index
def __repr__(self):
return '%s.%s(n=%i, p=%i)' % (
self.__class__.__module__,
self.__class__.__name__,
self.n,
self.p,
)
def __len__(self):
return (factorial(self.n) / factorial(self.n - self.p)
/ factorial(self.p))
def _validate_kfold(k, n_samples):
if k <= 0:
raise ValueError("Cannot have number of folds k below 1.")
if k > n_samples:
raise ValueError("Cannot have number of folds k=%d greater than"
" the number of samples: %d." % (k, n_samples))
class KFold(object):
"""K-Folds cross validation iterator
Provides train/test indices to split data in train test sets. Split
dataset into k consecutive folds (without shuffling).
Each fold is then used a validation set once while the k - 1 remaining
fold form the training set.
Parameters
----------
n: int
Total number of elements
k: int
Number of folds
indices: boolean, optional (default True)
Return train/test split as arrays of indices, rather than a boolean
mask array. Integer indices are required when dealing with sparse
matrices, since those cannot be indexed by boolean masks.
shuffle: boolean, optional
whether to shuffle the data before splitting into batches
random_state: int or RandomState
Pseudo number generator state used for random sampling.
Examples
--------
>>> from sklearn import cross_validation
>>> X = np.array([[1, 2], [3, 4], [1, 2], [3, 4]])
>>> y = np.array([1, 2, 3, 4])
>>> kf = cross_validation.KFold(4, k=2)
>>> len(kf)
2
>>> print kf
sklearn.cross_validation.KFold(n=4, k=2)
>>> for train_index, test_index in kf:
... print "TRAIN:", train_index, "TEST:", test_index
... X_train, X_test = X[train_index], X[test_index]
... y_train, y_test = y[train_index], y[test_index]
TRAIN: [2 3] TEST: [0 1]
TRAIN: [0 1] TEST: [2 3]
Notes
-----
All the folds have size trunc(n_samples / n_folds), the last one has the
complementary.
See also
--------
StratifiedKFold: take label information into account to avoid building
folds with imbalanced class distributions (for binary or multiclass
classification tasks).
"""
def __init__(self, n, k, indices=True, shuffle=False, random_state=None):
_validate_kfold(k, n)
random_state = check_random_state(random_state)
if abs(n - int(n)) >= np.finfo('f').eps:
raise ValueError("n must be an integer")
self.n = int(n)
if abs(k - int(k)) >= np.finfo('f').eps:
raise ValueError("k must be an integer")
self.k = int(k)
self.indices = indices
self.idxs = np.arange(n)
if shuffle:
random_state.shuffle(self.idxs)
def __iter__(self):
n = self.n
k = self.k
fold_size = n // k
for i in xrange(k):
test_index = np.zeros(n, dtype=np.bool)
if i < k - 1:
test_index[self.idxs[i * fold_size:(i + 1) * fold_size]] = True
else:
test_index[self.idxs[i * fold_size:]] = True
train_index = np.logical_not(test_index)
if self.indices:
train_index = self.idxs[train_index]
test_index = self.idxs[test_index]
yield train_index, test_index
def __repr__(self):
return '%s.%s(n=%i, k=%i)' % (
self.__class__.__module__,
self.__class__.__name__,
self.n,
self.k,
)
def __len__(self):
return self.k
class StratifiedKFold(object):
"""Stratified K-Folds cross validation iterator
Provides train/test indices to split data in train test sets.
This cross-validation object is a variation of KFold, which
returns stratified folds. The folds are made by preserving
the percentage of samples for each class.
Parameters
----------
y: array, [n_samples]
Samples to split in K folds
k: int
Number of folds
indices: boolean, optional (default True)
Return train/test split as arrays of indices, rather than a boolean
mask array. Integer indices are required when dealing with sparse
matrices, since those cannot be indexed by boolean masks.
Examples
--------
>>> from sklearn import cross_validation
>>> X = np.array([[1, 2], [3, 4], [1, 2], [3, 4]])
>>> y = np.array([0, 0, 1, 1])
>>> skf = cross_validation.StratifiedKFold(y, k=2)
>>> len(skf)
2
>>> print skf
sklearn.cross_validation.StratifiedKFold(labels=[0 0 1 1], k=2)
>>> for train_index, test_index in skf:
... print "TRAIN:", train_index, "TEST:", test_index
... X_train, X_test = X[train_index], X[test_index]
... y_train, y_test = y[train_index], y[test_index]
TRAIN: [1 3] TEST: [0 2]
TRAIN: [0 2] TEST: [1 3]
Notes
-----
All the folds have size trunc(n_samples / n_folds), the last one has the
complementary.
"""
def __init__(self, y, k, indices=True):
y = np.asarray(y)
n = y.shape[0]
_validate_kfold(k, n)
_, y_sorted = unique(y, return_inverse=True)
min_labels = np.min(np.bincount(y_sorted))
if k > min_labels:
raise ValueError("The least populated class in y has only %d"
" members, which is too few. The minimum"
" number of labels for any class cannot"
" be less than k=%d." % (min_labels, k))
self.y = y
self.k = k
self.indices = indices
def __iter__(self):
y = self.y.copy()
k = self.k
n = y.size
idx = np.argsort(y)
for i in xrange(k):
test_index = np.zeros(n, dtype=np.bool)
test_index[idx[i::k]] = True
train_index = np.logical_not(test_index)
if self.indices:
ind = np.arange(n)
train_index = ind[train_index]
test_index = ind[test_index]
yield train_index, test_index
def __repr__(self):
return '%s.%s(labels=%s, k=%i)' % (
self.__class__.__module__,
self.__class__.__name__,
self.y,
self.k,
)
def __len__(self):
return self.k
class LeaveOneLabelOut(object):
"""Leave-One-Label_Out cross-validation iterator
Provides train/test indices to split data according to a third-party
provided label. This label information can be used to encode arbitrary
domain specific stratifications of the samples as integers.
For instance the labels could be the year of collection of the samples
and thus allow for cross-validation against time-based splits.
Parameters
----------
labels : array-like of int with shape (n_samples,)
Arbitrary domain-specific stratification of the data to be used
to draw the splits.
indices: boolean, optional (default True)
Return train/test split as arrays of indices, rather than a boolean
mask array. Integer indices are required when dealing with sparse
matrices, since those cannot be indexed by boolean masks.
Examples
--------
>>> from sklearn import cross_validation
>>> X = np.array([[1, 2], [3, 4], [5, 6], [7, 8]])
>>> y = np.array([1, 2, 1, 2])
>>> labels = np.array([1, 1, 2, 2])
>>> lol = cross_validation.LeaveOneLabelOut(labels)
>>> len(lol)
2
>>> print lol
sklearn.cross_validation.LeaveOneLabelOut(labels=[1 1 2 2])
>>> for train_index, test_index in lol:
... print "TRAIN:", train_index, "TEST:", test_index
... X_train, X_test = X[train_index], X[test_index]
... y_train, y_test = y[train_index], y[test_index]
... print X_train, X_test, y_train, y_test
TRAIN: [2 3] TEST: [0 1]
[[5 6]
[7 8]] [[1 2]
[3 4]] [1 2] [1 2]
TRAIN: [0 1] TEST: [2 3]
[[1 2]
[3 4]] [[5 6]
[7 8]] [1 2] [1 2]
"""
def __init__(self, labels, indices=True):
self.labels = labels
self.n_unique_labels = unique(labels).size
self.indices = indices
def __iter__(self):
# We make a copy here to avoid side-effects during iteration
labels = np.array(self.labels, copy=True)
for i in unique(labels):
test_index = np.zeros(len(labels), dtype=np.bool)
test_index[labels == i] = True
train_index = np.logical_not(test_index)
if self.indices:
ind = np.arange(len(labels))
train_index = ind[train_index]
test_index = ind[test_index]
yield train_index, test_index
def __repr__(self):
return '%s.%s(labels=%s)' % (
self.__class__.__module__,
self.__class__.__name__,
self.labels,
)
def __len__(self):
return self.n_unique_labels
class LeavePLabelOut(object):
"""Leave-P-Label_Out cross-validation iterator
Provides train/test indices to split data according to a third-party
provided label. This label information can be used to encode arbitrary
domain specific stratifications of the samples as integers.
For instance the labels could be the year of collection of the samples
and thus allow for cross-validation against time-based splits.
The difference between LeavePLabelOut and LeaveOneLabelOut is that
the former builds the test sets with all the samples assigned to
``p`` different values of the labels while the latter uses samples
all assigned the same labels.
Parameters
----------
labels : array-like of int with shape (n_samples,)
Arbitrary domain-specific stratification of the data to be used
to draw the splits.
p : int
Number of samples to leave out in the test split.
indices: boolean, optional (default True)
Return train/test split as arrays of indices, rather than a boolean
mask array. Integer indices are required when dealing with sparse
matrices, since those cannot be indexed by boolean masks.
Examples
--------
>>> from sklearn import cross_validation
>>> X = np.array([[1, 2], [3, 4], [5, 6]])
>>> y = np.array([1, 2, 1])
>>> labels = np.array([1, 2, 3])
>>> lpl = cross_validation.LeavePLabelOut(labels, p=2)
>>> len(lpl)
3
>>> print lpl
sklearn.cross_validation.LeavePLabelOut(labels=[1 2 3], p=2)
>>> for train_index, test_index in lpl:
... print "TRAIN:", train_index, "TEST:", test_index
... X_train, X_test = X[train_index], X[test_index]
... y_train, y_test = y[train_index], y[test_index]
... print X_train, X_test, y_train, y_test
TRAIN: [2] TEST: [0 1]
[[5 6]] [[1 2]
[3 4]] [1] [1 2]
TRAIN: [1] TEST: [0 2]
[[3 4]] [[1 2]
[5 6]] [2] [1 1]
TRAIN: [0] TEST: [1 2]
[[1 2]] [[3 4]
[5 6]] [1] [2 1]
"""
def __init__(self, labels, p, indices=True):
self.labels = labels
self.unique_labels = unique(self.labels)
self.n_unique_labels = self.unique_labels.size
self.p = p
self.indices = indices
def __iter__(self):
# We make a copy here to avoid side-effects during iteration
labels = np.array(self.labels, copy=True)
unique_labels = unique(labels)
comb = combinations(range(self.n_unique_labels), self.p)
for idx in comb:
test_index = np.zeros(labels.size, dtype=np.bool)
idx = np.array(idx)
for l in unique_labels[idx]:
test_index[labels == l] = True
train_index = np.logical_not(test_index)
if self.indices:
ind = np.arange(labels.size)
train_index = ind[train_index]
test_index = ind[test_index]
yield train_index, test_index
def __repr__(self):
return '%s.%s(labels=%s, p=%s)' % (
self.__class__.__module__,
self.__class__.__name__,
self.labels,
self.p,
)
def __len__(self):
return (factorial(self.n_unique_labels) /
factorial(self.n_unique_labels - self.p) /
factorial(self.p))
class Bootstrap(object):
"""Random sampling with replacement cross-validation iterator
Provides train/test indices to split data in train test sets
while resampling the input n_bootstraps times: each time a new
random split of the data is performed and then samples are drawn
(with replacement) on each side of the split to build the training
and test sets.
Note: contrary to other cross-validation strategies, bootstrapping
will allow some samples to occur several times in each splits. However
a sample that occurs in the train split will never occur in the test
split and vice-versa.
If you want each sample to occur at most once you should probably
use ShuffleSplit cross validation instead.
Parameters
----------
n : int
Total number of elements in the dataset.
n_bootstraps : int (default is 3)
Number of bootstrapping iterations
train_size : int or float (default is 0.5)
If int, number of samples to include in the training split
(should be smaller than the total number of samples passed
in the dataset).
If float, should be between 0.0 and 1.0 and represent the
proportion of the dataset to include in the train split.
test_size : int or float or None (default is None)
If int, number of samples to include in the training set
(should be smaller than the total number of samples passed
in the dataset).
If float, should be between 0.0 and 1.0 and represent the
proportion of the dataset to include in the test split.
If None, n_test is set as the complement of n_train.
random_state : int or RandomState
Pseudo number generator state used for random sampling.
Examples
--------
>>> from sklearn import cross_validation
>>> bs = cross_validation.Bootstrap(9, random_state=0)
>>> len(bs)
3
>>> print bs
Bootstrap(9, n_bootstraps=3, train_size=5, test_size=4, random_state=0)
>>> for train_index, test_index in bs:
... print "TRAIN:", train_index, "TEST:", test_index
...
TRAIN: [1 8 7 7 8] TEST: [0 3 0 5]
TRAIN: [5 4 2 4 2] TEST: [6 7 1 0]
TRAIN: [4 7 0 1 1] TEST: [5 3 6 5]
See also
--------
ShuffleSplit: cross validation using random permutations.
"""
# Static marker to be able to introspect the CV type
indices = True
def __init__(self, n, n_bootstraps=3, train_size=.5, test_size=None,
n_train=None, n_test=None, random_state=None):
self.n = n
self.n_bootstraps = n_bootstraps
if n_train is not None:
train_size = n_train
warnings.warn(
"n_train is deprecated in 0.11 and scheduled for "
"removal in 0.12, use train_size instead",
DeprecationWarning, stacklevel=2)
if n_test is not None:
test_size = n_test
warnings.warn(
"n_test is deprecated in 0.11 and scheduled for "
"removal in 0.12, use test_size instead",
DeprecationWarning, stacklevel=2)
if (isinstance(train_size, float) and train_size >= 0.0
and train_size <= 1.0):
self.train_size = ceil(train_size * n)
elif isinstance(train_size, int):
self.train_size = train_size
else:
raise ValueError("Invalid value for train_size: %r" %
train_size)
if self.train_size > n:
raise ValueError("train_size=%d should not be larger than n=%d" %
(self.train_size, n))
if (isinstance(test_size, float) and test_size >= 0.0
and test_size <= 1.0):
self.test_size = ceil(test_size * n)
elif isinstance(test_size, int):
self.test_size = test_size
elif test_size is None:
self.test_size = self.n - self.train_size
else:
raise ValueError("Invalid value for test_size: %r" % test_size)
if self.test_size > n:
raise ValueError("test_size=%d should not be larger than n=%d" %
(self.test_size, n))
self.random_state = random_state
def __iter__(self):
rng = check_random_state(self.random_state)
for i in range(self.n_bootstraps):
# random partition
permutation = rng.permutation(self.n)
ind_train = permutation[:self.train_size]
ind_test = permutation[self.train_size:self.train_size
+ self.test_size]
# bootstrap in each split individually
train = rng.randint(0, self.train_size,
size=(self.train_size,))
test = rng.randint(0, self.test_size,
size=(self.test_size,))
yield ind_train[train], ind_test[test]
def __repr__(self):
return ('%s(%d, n_bootstraps=%d, train_size=%d, test_size=%d, '
'random_state=%d)' % (
self.__class__.__name__,
self.n,
self.n_bootstraps,
self.train_size,
self.test_size,
self.random_state,
))
def __len__(self):
return self.n_bootstraps
class ShuffleSplit(object):
"""Random permutation cross-validation iterator.
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.
Parameters
----------
n : int
Total number of elements in the dataset.
n_iterations : int (default 10)
Number of re-shuffling & splitting iterations.
test_size : float (default 0.1) or int
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.
train_size : float, int, or None (default is 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 fraction.
indices : boolean, optional (default True)
Return train/test split as arrays of indices, rather than a boolean
mask array. Integer indices are required when dealing with sparse
matrices, since those cannot be indexed by boolean masks.
random_state : int or RandomState
Pseudo-random number generator state used for random sampling.
Examples
--------
>>> from sklearn import cross_validation
>>> rs = cross_validation.ShuffleSplit(4, n_iterations=3,
... test_size=.25, random_state=0)
>>> len(rs)
3
>>> print rs
... # doctest: +ELLIPSIS
ShuffleSplit(4, n_iterations=3, test_size=0.25, indices=True, ...)
>>> for train_index, test_index in rs:
... print "TRAIN:", train_index, "TEST:", test_index
...
TRAIN: [3 1 0] TEST: [2]
TRAIN: [2 1 3] TEST: [0]
TRAIN: [0 2 1] TEST: [3]
>>> rs = cross_validation.ShuffleSplit(4, n_iterations=3,
... train_size=0.5, test_size=.25, random_state=0)
>>> for train_index, test_index in rs:
... print "TRAIN:", train_index, "TEST:", test_index
...
TRAIN: [3 1] TEST: [2]
TRAIN: [2 1] TEST: [0]
TRAIN: [0 2] TEST: [3]
See also
--------
Bootstrap: cross-validation using re-sampling with replacement.
"""
def __init__(self, n, n_iterations=10, test_size=0.1,
train_size=None, indices=True, random_state=None,
test_fraction=None, train_fraction=None):
self.n = n
self.n_iterations = n_iterations
if test_fraction is not None:
warnings.warn(
"test_fraction is deprecated in 0.11 and scheduled for "
"removal in 0.12, use test_size instead",
DeprecationWarning, stacklevel=2)
test_size = test_fraction
if train_fraction is not None:
warnings.warn(
"train_fraction is deprecated in 0.11 and scheduled for "
"removal in 0.12, use train_size instead",
DeprecationWarning, stacklevel=2)
train_size = train_fraction
self.test_size = test_size
self.train_size = train_size
self.random_state = random_state
self.indices = indices
self.n_train, self.n_test = _validate_shuffle_split(n,
test_size,
train_size)
def __iter__(self):
rng = check_random_state(self.random_state)
for i in range(self.n_iterations):
# random partition
permutation = rng.permutation(self.n)
ind_test = permutation[:self.n_test]
ind_train = permutation[self.n_test:self.n_test + self.n_train]
if self.indices:
yield ind_train, ind_test
else:
train_mask = np.zeros(self.n, dtype=np.bool)
train_mask[ind_train] = True
test_mask = np.zeros(self.n, dtype=np.bool)
test_mask[ind_test] = True
yield train_mask, test_mask
def __repr__(self):
return ('%s(%d, n_iterations=%d, test_size=%s, indices=%s, '
'random_state=%s)' % (
self.__class__.__name__,
self.n,
self.n_iterations,
str(self.test_size),
self.indices,
self.random_state,
))
def __len__(self):
return self.n_iterations
def _validate_shuffle_split(n, test_size, train_size):
if np.asarray(test_size).dtype.kind == 'f':
if test_size >= 1.:
raise ValueError(
'test_size=%f should be smaller '
'than 1.0 or be an integer' % test_size)
elif np.asarray(test_size).dtype.kind == 'i':
if test_size >= n:
raise ValueError(
'test_size=%d should be smaller '
'than the number of samples %d' % (test_size, n))
else:
raise ValueError("Invalid value for test_size: %r" % test_size)
if train_size is not None:
if np.asarray(train_size).dtype.kind == 'f':
if train_size >= 1.:
raise ValueError("train_size=%f should be smaller "
"than 1.0 or be an integer" % train_size)
elif np.asarray(test_size).dtype.kind == 'f' and \
train_size + test_size > 1.:
raise ValueError('The sum of test_size and train_size = %f, '
'should be smaller than 1.0. Reduce '
'test_size and/or train_size.' %
(train_size + test_size))
elif np.asarray(train_size).dtype.kind == 'i':
if train_size >= n:
raise ValueError("train_size=%d should be smaller "
"than the number of samples %d" %
(train_size, n))
else:
raise ValueError("Invalid value for train_size: %r" % train_size)
if np.asarray(test_size).dtype.kind == 'f':
n_test = ceil(test_size * n)
else:
n_test = float(test_size)
if train_size is None:
n_train = n - n_test
else:
if np.asarray(train_size).dtype.kind == 'f':
n_train = floor(train_size * n)
else:
n_train = float(train_size)
if n_train + n_test > n:
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))
return n_train, n_test
def _validate_stratified_shuffle_split(y, test_size, train_size):
y = unique(y, return_inverse=True)[1]
if np.min(np.bincount(y)) < 2:
raise ValueError("The least populated class in y has only 1"
" member, which is too few. The minimum"
" number of labels for any class cannot"
" be less than 2.")
return _validate_shuffle_split(y.size, test_size, train_size)
class StratifiedShuffleSplit(object):
"""Stratified ShuffleSplit cross validation iterator
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.
Parameters
----------
y: array, [n_samples]
Labels of samples.
n_iterations : int (default 10)
Number of re-shuffling & splitting iterations.
test_size : float (default 0.1) or int
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.
train_size : float, int, or None (default is 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 fraction.
indices: boolean, optional (default True)
Return train/test split as arrays of indices, rather than a boolean
mask array. Integer indices are required when dealing with sparse
matrices, since those cannot be indexed by boolean masks.
Examples
--------
>>> from sklearn.cross_validation import StratifiedShuffleSplit
>>> X = np.array([[1, 2], [3, 4], [1, 2], [3, 4]])
>>> y = np.array([0, 0, 1, 1])
>>> sss = StratifiedShuffleSplit(y, 3, test_size=0.5, random_state=0)
>>> len(sss)
3
>>> print sss # doctest: +ELLIPSIS
StratifiedShuffleSplit(labels=[0 0 1 1], n_iterations=3, ...)
>>> for train_index, test_index in sss:
... print "TRAIN:", train_index, "TEST:", test_index
... X_train, X_test = X[train_index], X[test_index]
... y_train, y_test = y[train_index], y[test_index]
TRAIN: [0 3] TEST: [1 2]
TRAIN: [0 2] TEST: [1 3]
TRAIN: [1 2] TEST: [0 3]
"""
def __init__(self, y, n_iterations=10, test_size=0.1,
train_size=None, indices=True, random_state=None):
self.y = np.asarray(y)
self.n = self.y.shape[0]
self.n_iterations = n_iterations
self.test_size = test_size
self.train_size = train_size
self.random_state = random_state
self.indices = indices
self.n_train, self.n_test = \
_validate_stratified_shuffle_split(y, test_size, train_size)
def __iter__(self):
rng = check_random_state(self.random_state)
y = self.y.copy()
n = y.size
k = ceil(n / self.n_test)
l = floor((n - self.n_test) / self.n_train)
for i in xrange(self.n_iterations):
ik = i % k
permutation = rng.permutation(self.n)
idx = np.argsort(y[permutation])
ind_test = permutation[idx[ik::k]]
inv_test = np.setdiff1d(idx, idx[ik::k])
train_idx = idx[np.where(in1d(idx, inv_test))[0]]
ind_train = permutation[train_idx[::l]][:self.n_train]
test_index = ind_test
train_index = ind_train
if not self.indices:
test_index = np.zeros(n, dtype=np.bool)
test_index[ind_test] = True
train_index = np.zeros(n, dtype=np.bool)
train_index[ind_train] = True
yield train_index, test_index
def __repr__(self):
return ('%s(labels=%s, n_iterations=%d, test_size=%s, indices=%s, '
'random_state=%s)' % (
self.__class__.__name__,
self.y,
self.n_iterations,
str(self.test_size),
self.indices,
self.random_state,
))
def __len__(self):
return self.n_iterations
##############################################################################
def _cross_val_score(estimator, X, y, score_func, train, test):
"""Inner loop for cross validation"""
if y is None:
estimator.fit(X[train])
if score_func is None:
return estimator.score(X[test])
else:
return score_func(X[test])
else:
estimator.fit(X[train], y[train])
if score_func is None:
return estimator.score(X[test], y[test])
else:
return score_func(y[test], estimator.predict(X[test]))
def cross_val_score(estimator, X, y=None, score_func=None, cv=None, n_jobs=1,
verbose=0):
"""Evaluate a score by cross-validation
Parameters
----------
estimator: estimator object implementing 'fit'
The object to use to fit the data
X: array-like of shape at least 2D
The data to fit.
y: array-like, optional
The target variable to try to predict in the case of
supervised learning.
score_func: callable, optional
callable, has priority over the score function in the estimator.
In a non-supervised setting, where y is None, it takes the test
data (X_test) as its only argument. In a supervised setting it takes
the test target (y_true) and the test prediction (y_pred) as arguments.
cv: cross-validation generator, optional
A cross-validation generator. If None, a 3-fold cross
validation is used or 3-fold stratified cross-validation
when y is supplied and estimator is a classifier.
n_jobs: integer, optional
The number of CPUs to use to do the computation. -1 means
'all CPUs'.
verbose: integer, optional
The verbosity level
"""
X, y = check_arrays(X, y, sparse_format='csr')
cv = check_cv(cv, X, y, classifier=is_classifier(estimator))
if score_func is None:
if not hasattr(estimator, 'score'):
raise TypeError(
"If no score_func is specified, the estimator passed "
"should have a 'score' method. The estimator %s "
"does not." % estimator)
# We clone the estimator to make sure that all the folds are
# independent, and that it is pickle-able.
scores = Parallel(n_jobs=n_jobs, verbose=verbose)(
delayed(_cross_val_score)(clone(estimator), X, y, score_func,
train, test)
for train, test in cv)
return np.array(scores)
def _permutation_test_score(estimator, X, y, cv, score_func):
"""Auxilary function for permutation_test_score"""
avg_score = []
for train, test in cv:
avg_score.append(score_func(y[test],
estimator.fit(X[train],
y[train]).predict(X[test])))
return np.mean(avg_score)
def _shuffle(y, labels, random_state):
"""Return a shuffled copy of y eventually shuffle among same labels."""
if labels is None:
ind = random_state.permutation(y.size)
else:
ind = np.arange(labels.size)
for label in np.unique(labels):
this_mask = (labels == label)
ind[this_mask] = random_state.permutation(ind[this_mask])
return y[ind]
def check_cv(cv, X=None, y=None, classifier=False):
"""Input checker utility for building a CV in a user friendly way.
Parameters
----------
cv: an integer, a cv generator instance, or None
The input specifying which cv generator to use. It can be an
integer, in which case it is the number of folds in a KFold,
None, in which case 3 fold is used, or another object, that
will then be used as a cv generator.
X: 2D ndarray
the data the cross-val object will be applied on
y: 1D ndarray
the target variable for a supervised learning problem
classifier: boolean optional
whether the task is a classification task, in which case
stratified KFold will be used.
"""
is_sparse = sp.issparse(X)
if cv is None:
cv = 3
if operator.isNumberType(cv):
if classifier:
cv = StratifiedKFold(y, cv, indices=is_sparse)
else:
if not is_sparse:
n_samples = len(X)
else:
n_samples = X.shape[0]
cv = KFold(n_samples, cv, indices=is_sparse)
if is_sparse and not getattr(cv, "indices", True):
raise ValueError("Sparse data require indices-based cross validation"
" generator, got: %r", cv)
return cv
def permutation_test_score(estimator, X, y, score_func, cv=None,
n_permutations=100, n_jobs=1, labels=None,
random_state=0, verbose=0):
"""Evaluate the significance of a cross-validated score with permutations
Parameters
----------
estimator: estimator object implementing 'fit'
The object to use to fit the data
X: array-like of shape at least 2D
The data to fit.
y: array-like
The target variable to try to predict in the case of
supervised learning.
score_func: callable
Callable taking as arguments the test targets (y_test) and
the predicted targets (y_pred) and returns a float. The score
functions are expected to return a bigger value for a better result
otherwise the returned value does not correspond to a p-value (see
Returns below for further details).
cv : integer or crossvalidation generator, optional
If an integer is passed, it is the number of fold (default 3).
Specific crossvalidation objects can be passed, see
sklearn.cross_validation module for the list of possible objects
n_jobs: integer, optional
The number of CPUs to use to do the computation. -1 means
'all CPUs'.
labels: array-like of shape [n_samples] (optional)
Labels constrain the permutation among groups of samples with
a same label.
random_state: RandomState or an int seed (0 by default)
A random number generator instance to define the state of the
random permutations generator.
verbose: integer, optional
The verbosity level
Returns
-------
score: float
The true score without permuting targets.
permutation_scores : array, shape = [n_permutations]
The scores obtained for each permutations.
pvalue: float
The returned value equals p-value if `score_func` returns bigger
numbers for better scores (e.g., zero_one). If `score_func` is rather a
loss function (i.e. when lower is better such as with
`mean_squared_error`) then this is actually the complement of the
p-value: 1 - p-value.
Notes
-----
This function implements Test 1 in:
Ojala and Garriga. Permutation Tests for Studying Classifier
Performance. The Journal of Machine Learning Research (2010)
vol. 11
"""
X, y = check_arrays(X, y, sparse_format='csr')
cv = check_cv(cv, X, y, classifier=is_classifier(estimator))
random_state = check_random_state(random_state)
# We clone the estimator to make sure that all the folds are
# independent, and that it is pickle-able.
score = _permutation_test_score(clone(estimator), X, y, cv, score_func)
permutation_scores = Parallel(n_jobs=n_jobs, verbose=verbose)(
delayed(_permutation_test_score)(clone(estimator), X,
_shuffle(y, labels, random_state),
cv, score_func)
for _ in range(n_permutations))
permutation_scores = np.array(permutation_scores)
pvalue = (np.sum(permutation_scores >= score) + 1.0) / (n_permutations + 1)
return score, permutation_scores, pvalue
permutation_test_score.__test__ = False # to avoid a pb with nosetests
def train_test_split(*arrays, **options):
"""Split arrays or matrices into random train and test subsets
Quick utility that wraps calls to ``check_arrays`` and
``iter(ShuffleSplit(n_samples)).next()`` and application to input
data into a single call for splitting (and optionally subsampling)
data in a oneliner.
Parameters
----------
*arrays : sequence of arrays or scipy.sparse matrices with same shape[0]
Python lists or tuples occurring in arrays are converted to 1D numpy
arrays.
test_size : float (default 0.25) or int
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.
train_size : float, int, or None (default is 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 fraction.
random_state : int or RandomState
Pseudo-random number generator state used for random sampling.
dtype : a numpy dtype instance, None by default
Enforce a specific dtype.
Examples
--------
>>> import numpy as np
>>> from sklearn.cross_validation import train_test_split
>>> a, b = np.arange(10).reshape((5, 2)), range(5)
>>> a
array([[0, 1],
[2, 3],
[4, 5],
[6, 7],
[8, 9]])
>>> b
[0, 1, 2, 3, 4]
>>> a_train, a_test, b_train, b_test = train_test_split(
... a, b, test_size=0.33, random_state=42)
...
>>> a_train
array([[4, 5],
[0, 1],
[6, 7]])
>>> b_train
array([2, 0, 3])
>>> a_test
array([[2, 3],
[8, 9]])
>>> b_test
array([1, 4])
"""
n_arrays = len(arrays)
if n_arrays == 0:
raise ValueError("At least one array required as input")
test_fraction = options.pop('test_fraction', None)
if test_fraction is not None:
warnings.warn(
"test_fraction is deprecated in 0.11 and scheduled for "
"removal in 0.12, use test_size instead",
DeprecationWarning, stacklevel=2)
else:
test_fraction = 0.25
train_fraction = options.pop('train_fraction', None)
if train_fraction is not None:
warnings.warn(
"train_fraction is deprecated in 0.11 and scheduled for "
"removal in 0.12, use train_size instead",
DeprecationWarning, stacklevel=2)
test_size = options.pop('test_size', test_fraction)
train_size = options.pop('train_size', train_fraction)
random_state = options.pop('random_state', None)
options['sparse_format'] = 'csr'
arrays = check_arrays(*arrays, **options)
n_samples = arrays[0].shape[0]
cv = ShuffleSplit(n_samples, test_size=test_size,
train_size=train_size,
random_state=random_state,
indices=True)
train, test = iter(cv).next()
splitted = []
for a in arrays:
splitted.append(a[train])
splitted.append(a[test])
return splitted
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