require 'svmkit/base/splitter' module SVMKit module ModelSelection # StratifiedKFold is a class that generates the set of data indices for K-fold cross-validation. # The proportion of the number of samples in each class will be almost equal for each fold. # # @example # kf = SVMKit::ModelSelection::StratifiedKFold.new(n_splits: 3, shuffle: true, random_seed: 1) # kf.split(samples, labels).each do |train_ids, test_ids| # train_samples = samples[train_ids, true] # test_samples = samples[test_ids, true] # ... # end # class StratifiedKFold include Base::Splitter # Return the proportion of the test set to the dataset. # @return [Boolean] attr_reader :shuffle # Return the random generator for shuffling the dataset. # @return [Random] attr_reader :rng # Create a new data splitter for K-fold cross validation. # # @param n_splits [Integer] The number of folds. # @param shuffle [Boolean] The flag indicating whether to shuffle the dataset. # @param random_seed [Integer] The seed value using to initialize the random generator. def initialize(n_splits: 3, shuffle: false, random_seed: nil) @n_splits = n_splits @shuffle = shuffle @random_seed = random_seed @random_seed ||= srand @rng = Random.new(@random_seed) end # Generate data indices for stratified K-fold cross validation. # # @param x [Numo::DFloat] (shape: [n_samples, n_features]) # The dataset to be used to generate data indices for stratified K-fold cross validation. # This argument exists to unify the interface between the K-fold methods, it is not used in the method. # @param y [Numo::Int32] (shape: [n_samples]) # The labels to be used to generate data indices for stratified K-fold cross validation. # @return [Array] The set of data indices for constructing the training and testing dataset in each fold. def split(x, y) # rubocop:disable Lint/UnusedMethodArgument # Check the number of samples in each class. unless y.bincount.to_a.all? { |n_samples| @n_splits.between?(2, n_samples) } raise ArgumentError, 'The value of n_splits must be not less than 2 and not more than the number of samples in each class.' end # Splits dataset ids of each class to each fold. fold_sets_each_class = y.to_a.uniq.map { |label| fold_sets(y, label) } # Returns array consisting of the training and testing ids for each fold. Array.new(@n_splits) { |fold_id| train_test_sets(fold_sets_each_class, fold_id) } end private def fold_sets(y, label) sample_ids = y.eq(label).where.to_a sample_ids.shuffle!(random: @rng) if @shuffle n_samples = sample_ids.size Array.new(@n_splits) do |n| n_fold_samples = n_samples / @n_splits n_fold_samples += 1 if n < n_samples % @n_splits sample_ids.shift(n_fold_samples) end end def train_test_sets(fold_sets_each_class, fold_id) train_test_sets_each_class = fold_sets_each_class.map do |folds| folds.partition.with_index { |_, id| id != fold_id }.map(&:flatten) end train_test_sets_each_class.transpose.map(&:flatten) end end end end