cross_val.py

   1 import random
   2 import copy
   3
   4 def CrossValidation(indices, k):
   5         ''' k-fold cross validation.
   6         Yields pairs (training set, validation set) '''
   7
   8         assert k > 0
   9         assert k <= len(indices)
  10
  11         num_per_group_def = len(indices) / k
  12         num_rest = len(indices) % k
  13
  14         # group_nums is a list of number of elements
  15         group_nums = [ num_per_group_def ] * k
  16
  17         index = 0
  18         while num_rest > 0:
  19                 group_nums[index] += 1
  20                 num_rest -= 1
  21                 index = (index + 1) % k
  22
  23         for val_index in range(len(group_nums)):
  24                 train_left_size = sum( [ group_nums[x] for x in xrange(val_index) ] )
  25                 val_size = group_nums[val_index]
  26                 train_right_size = sum( [ group_nums[x] for x in xrange(val_index + 1, len(group_nums)) ] )
  27
  28                 train_set = []
  29                 validation_set = []
  30
  31                 train_set += indices[ : train_left_size]
  32                 index = train_left_size
  33                 validation_set += indices[index : index + val_size]
  34                 index += val_size
  35                 train_set += indices[index : ]
  36
  37                 yield ( train_set, validation_set )
  38
  39 def Shuffled(cross_val):
  40         def cross_val_shuff(indices, k):
  41                 indices_copy = copy.copy(indices)
  42                 random.shuffle(indices_copy)
  43                 return cross_val(indices_copy, k)
  44         return cross_val_shuff
  45
  46
  47 if __name__ == '__main__':
  48         for tr, val in  CrossValidation(range(24), 5):
  49                 print "train: ",len(tr), tr
  50                 print "valid: ",len(val), val
  51         print
  52         for tr, val in  Shuffled(CrossValidation)(range(10), 10):
  53                 print "train: ",len(tr), tr
  54                 print "valid: ",len(val), val