//===========================================================================
/*!
*
*
* \brief Tools for cross-validation
*
*
*
* \author O.Krause
* \date 2010-2012
*
*
* \par Copyright 1995-2017 Shark Development Team
*
*
* This file is part of Shark.
*
*
* Shark is free software: you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as published
* by the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* Shark is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public License
* along with Shark. If not, see .
*
*/
//===========================================================================
#ifndef SHARK_DATA_CVDATASETTOOLS_H
#define SHARK_DATA_CVDATASETTOOLS_H
#include
#include
#include
#include
#include //for std::pair
namespace shark {
template
class CVFolds {
public:
typedef DatasetTypeT DatasetType;
typedef typename DatasetType::IndexSet IndexSet;
/// \brief Creates an empty set of folds.
CVFolds() {}
///\brief partitions set in validation folds indicated by the second argument.
///
/// The folds are given as the batch indices of the validation sets
CVFolds(
DatasetType const &set,
std::vector const &validationIndizes
) : m_dataset(set),m_validationFolds(validationIndizes) {}
CVFolds(
DatasetType const &set,
std::vector const &foldStart
) : m_dataset(set){
for (std::size_t partition = 0; partition != foldStart.size(); partition++) {
std::size_t partitionSize = (partition+1 == foldStart.size()) ? set.numberOfBatches() : foldStart[partition+1];
partitionSize -= foldStart[partition];
//create the set with the indices of the validation set of the current partition
//also update the starting element
IndexSet validationIndizes(partitionSize);
for (std::size_t batch = 0; batch != partitionSize; ++batch) {
validationIndizes[batch]=batch+foldStart[partition];
}
m_validationFolds.push_back(validationIndizes);
}
}
DatasetType training(std::size_t i) const {
SIZE_CHECK(i < size());
return m_dataset.indexedSubset(trainingFoldIndices(i));
}
DatasetType validation(std::size_t i) const {
SIZE_CHECK(i < size());
return m_dataset.indexedSubset(validationFoldIndices(i));
}
///\brief returns the indices that make up the i-th validation fold
IndexSet const &validationFoldIndices(std::size_t i)const {
SIZE_CHECK(i < size());
return m_validationFolds[i];
}
IndexSet trainingFoldIndices(std::size_t i)const {
SIZE_CHECK(i < size());
IndexSet trainingFold;
detail::complement(m_validationFolds[i], m_dataset.numberOfBatches(), trainingFold);
return trainingFold;
}
///\brief Returns the number of folds of the dataset.
std::size_t size()const {
return m_validationFolds.size();
}
/// \brief Returns the dataset underying the folds
DatasetType const& dataset()const{
return m_dataset;
}
/// \brief Returns the dataset underying the folds
DatasetType& dataset(){
return m_dataset;
}
private:
DatasetType m_dataset;
std::vector m_validationFolds;
std::size_t m_datasetSize;
std::vector m_validationFoldSizes;
};
/// auxiliary typedef for createCVSameSizeBalanced and createCVFullyIndexed, stores location index in the first and partition index in the second
typedef std::pair< std::vector , std::vector > RecreationIndices;
namespace detail {
///\brief Version of createCVSameSizeBalanced which works regardless of the label type
///
/// Instead of a class label to interpret, this class uses a membership vector for every
/// class which members[k][i] returns the positon of the i-th member of class k in the set.
template
CVFolds > createCVSameSizeBalanced(
LabeledData &set,
std::size_t numberOfPartitions,
std::vector< std::vector > members,
std::size_t batchSize,
RecreationIndices * cv_indices = NULL //if not NULL: the first vector stores location information, and
// the second the partition information. The i-th value of the
// first vector shows what the original position of the now i-th
// sample was. The i-th value of the second vector shows what
// partition that sample now belongs to.
) {
std::size_t numInputs = set.numberOfElements();
std::size_t numClasses = members.size();
//shuffle elements in members
for (std::size_t c = 0; c != numClasses; c++) {
std::shuffle(members[c].begin(), members[c].end(), random::globalRng);
}
//calculate number of elements per validation subset in the new to construct container
std::size_t nn = numInputs / numberOfPartitions;
std::size_t leftOver = numInputs % numberOfPartitions;
std::vector validationSize(numberOfPartitions,nn);
for (std::size_t partition = 0; partition != leftOver; partition++) {
validationSize[partition]++;
}
//calculate the size of the batches for every validation part
std::vector partitionStart;
std::vector batchSizes;
std::size_t numBatches = batchPartitioning(validationSize,partitionStart,batchSizes,batchSize);
LabeledData newSet(numBatches);//set of empty batches
DataView > setView(set);//fast access to single elements of the original set
std::vector validationSetStart = partitionStart;//current index for the batch of every fold
//partition classes into the validation subsets of newSet
std::size_t fold = 0;//current fold
std::vector > batchElements(numberOfPartitions);
//initialize the list of position indices which can later be used to re-create the fold (via createCV(Fully)Indexed)
if ( cv_indices != NULL ) {
cv_indices->first.clear();
cv_indices->first.resize( numInputs );
cv_indices->second.clear();
cv_indices->second.resize( numInputs );
}
size_t j = 0; //for recreation indices
for (std::size_t c = 0; c != numClasses; c++) {
for (std::size_t i = 0; i != members[c].size(); i++) {
std::size_t oldPos = members[c][i];
std::size_t batchNumber = validationSetStart[fold];
batchElements[fold].push_back(oldPos);
if ( cv_indices != NULL ) {
cv_indices->first[ j ] = oldPos; //store the position in which the (now) i-th sample previously resided
cv_indices->second[ j ] = fold; //store the partition to which the (now) i-th sample gets assigned
// old: //(*cv_indices)[ oldPos ] = fold; //store in vector to recreate partition if desired
}
//if all elements for the current batch are found, create it
if (batchElements[fold].size() == batchSizes[batchNumber]) {
newSet.batch(validationSetStart[fold]) = subBatch(setView,batchElements[fold]);
batchElements[fold].clear();
++validationSetStart[fold];
}
fold = (fold+1) % numberOfPartitions;
j++;
}
}
SHARK_ASSERT( j == numInputs );
//swap old and new set
swap(set, newSet);
//create folds
return CVFolds >(set,partitionStart);
}
}//namespace detail
/**
* \ingroup shark_globals
*
* @{
*/
//! \brief Create a partition for cross validation
//!
//! The subset each training examples belongs to
//! is drawn independently and uniformly distributed.
//! For every partition, all but one subset form the
//! training set, while the remaining one is used for
//! validation. The partitions can be accessed using
//! getCVPartitionName
//!
//! \param set the input data for which the new partitions are created
//! \param numberOfPartitions number of partitions to create
//! \param batchSize maximum batch size
template
CVFolds > createCVIID(LabeledData &set,
std::size_t numberOfPartitions,
std::size_t batchSize=Data::DefaultBatchSize) {
std::vector indices(set.numberOfElements());
for (std::size_t i=0; i != set.numberOfElements(); i++)
indices[i] = random::discrete(random::globalRng, std::size_t(0), numberOfPartitions - 1);
return createCVIndexed(set,numberOfPartitions,indices,batchSize);
}
//! \brief Create a partition for cross validation
//!
//! Every subset contains (approximately) the same
//! number of elements. For every partition, all
//! but one subset form the training set, while the
//! remaining one is used for validation. The partitions
//! can be accessed using getCVPartitionName
//!
//! \param numberOfPartitions number of partitions to create
//! \param set the input data from which to draw the partitions
//! \param batchSize maximum batch size
template
CVFolds > createCVSameSize(LabeledData &set,std::size_t numberOfPartitions,std::size_t batchSize = LabeledData::DefaultBatchSize) {
std::size_t numInputs = set.numberOfElements();
//calculate the number of validation examples for every partition
std::vector validationSize(numberOfPartitions);
std::size_t inputsForValidation = numInputs / numberOfPartitions;
std::size_t leftOver = numInputs - inputsForValidation * numberOfPartitions;
for (std::size_t i = 0; i != numberOfPartitions; i++) {
std::size_t vs=inputsForValidation+(i partitionStart;
std::vector batchSizes;
detail::batchPartitioning(validationSize,partitionStart,batchSizes,batchSize);
set.repartition(batchSizes);
set.shuffle();
CVFolds > folds(set,partitionStart);
return folds;//set;
}
//! \brief Create a partition for cross validation
//!
//! Every subset contains (approximately) the same
//! number of elements. For every partition, all
//! but one subset form the training set, while the
//! remaining one is used for validation.
//!
//! \param numberOfPartitions number of partitions to create
//! \param set the input data from which to draw the partitions
//! \param batchSize maximum batch size
//! \param cv_indices if not NULL [default]: for each element, store the fold it is assigned to; this can be used to later/externally recreate the fold via createCVIndexed
template
CVFolds > createCVSameSizeBalanced (
LabeledData &set,
std::size_t numberOfPartitions,
std::size_t batchSize=Data::DefaultBatchSize,
RecreationIndices * cv_indices = NULL //if not NULL: for each element, store the fold it is assigned to; this can be used to later/externally recreate the fold via createCVIndexed
){
DataView > setView(set);
std::size_t numInputs = setView.size();
std::size_t numClasses = numberOfClasses(set);
//find members of each class
std::vector< std::vector > members(numClasses);
for (std::size_t i = 0; i != numInputs; i++) {
members[setView[i].label].push_back(i);
}
return detail::createCVSameSizeBalanced(set, numberOfPartitions, members, batchSize, cv_indices);
}
//! \brief Create a partition for cross validation without changing the dataset
//!
//! This method behaves similar to createCVIID
//! with the difference that batches are not reordered. Thus the batches
//! are only rearranged randomly in folds, but the dataset itself is not changed.
//!
//! \param numberOfPartitions number of partitions to create
//! \param set the input data from which to draw the partitions
template
CVFolds > createCVBatch (
LabeledData const& set,
std::size_t numberOfPartitions
){
std::vector indizes(set.numberOfBatches());
for(std::size_t i= 0; i != set.numberOfBatches(); ++i)
indizes[i] = i;
shark::shuffle(indizes.begin(),indizes.end(), random::globalRng);
typedef typename LabeledData::IndexSet IndexSet;
std::vector folds;
std::size_t partitionSize = set.numberOfBatches()/numberOfPartitions;
std::size_t remainder = set.numberOfBatches() - partitionSize*numberOfPartitions;
std::vector::iterator pos = indizes.begin();
for(std::size_t i = 0; i!= numberOfPartitions; ++i){
std::size_t size = partitionSize;
if(remainder> 0){
++size;
--remainder;
}
folds.push_back(IndexSet(pos,pos+size));
pos+=size;
}
return CVFolds >(set,folds);
}
//! \brief Create a partition for cross validation from indices
//!
//! Create a partition from indices. The indices vector for each sample states of what
//! validation partition that sample should become a member. In other words, the index
//! maps a sample to a validation partition, meaning that it will become a part of the
//! training partition for all other folds.
//!
//! \param set partitions will be subsets of this set
//! \param numberOfPartitions number of partitions to create
//! \param indices partition indices of the examples in [0, ..., numberOfPartitions[.
//! \param batchSize maximum batch size
template
CVFolds > createCVIndexed(
LabeledData &set,
std::size_t numberOfPartitions,
std::vector indices,
std::size_t batchSize=Data::DefaultBatchSize
) {
std::size_t numInputs = set.numberOfElements();
SIZE_CHECK(indices.size() == numInputs);
SIZE_CHECK(numberOfPartitions == *std::max_element(indices.begin(),indices.end())+1);
//calculate the size of validation partitions
std::vector validationSize(numberOfPartitions,0);
for (std::size_t input = 0; input != numInputs; input++) {
validationSize[indices[input]]++;
}
//calculate the size of batches for every validation part and their total number
std::vector partitionStart;
std::vector batchSizes;
std::size_t numBatches = detail::batchPartitioning(validationSize,partitionStart,batchSizes,batchSize);
//construct a new set with the correct batch format from the old set
LabeledData newSet(numBatches);
DataView > setView(set); //fast access to single elements of the original set
std::vector validationSetStart = partitionStart; //current index for the batch of every partition
std::vector > batchElements(numberOfPartitions);
for (std::size_t input = 0; input != numInputs; input++) {
std::size_t partition = indices[input];
batchElements[partition].push_back(input);
//if all elements for the current batch are found, create it
std::size_t batchNumber = validationSetStart[partition];
if (batchElements[partition].size() == batchSizes[batchNumber]) {
newSet.batch(validationSetStart[partition]) = subBatch(setView,batchElements[partition]);
batchElements[partition].clear();
++validationSetStart[partition];
}
}
swap(set, newSet);
//now we only need to create the subset itself
return CVFolds >(set,partitionStart);
}
//! \brief Create a partition for cross validation from indices for both ordering and partitioning.
//!
//! Create a partition from indices. There is one index vector assigning an order
//! to the samples, and another one assigning each sample to a validation partition.
//! That is, given a dataset set, and at the i-th processing step, this function puts
//! the order_indices[i]-th sample into the partition_indices[i]-th partition. The
//! order_indices part of the above procedure matters if both an inner and
//! outer partition are to be recreated: for the inner partition to be recreated, too,
//! the outer partition must be recreated in the same order, not just partitioned into
//! the same splits.
//!
//! \param set partitions will be subsets of this set
//! \param numberOfPartitions number of partitions to create
//! \param indices stores location index in the first and partition index in the second vector
//! \param batchSize maximum batch size
template
CVFolds > createCVFullyIndexed(
LabeledData &set,
std::size_t numberOfPartitions,
RecreationIndices indices,
std::size_t batchSize=Data::DefaultBatchSize
) {
std::size_t numInputs = set.numberOfElements();
SIZE_CHECK(indices.first.size() == numInputs);
SIZE_CHECK(indices.second.size() == numInputs);
SIZE_CHECK(numberOfPartitions == *std::max_element(indices.second.begin(),indices.second.end())+1);
//calculate the size of validation partitions
std::vector validationSize(numberOfPartitions,0);
for (std::size_t input = 0; input != numInputs; input++) {
validationSize[indices.second[input]]++;
}
//calculate the size of batches for every validation part and their total number
std::vector partitionStart;
std::vector batchSizes;
std::size_t numBatches = detail::batchPartitioning(validationSize,partitionStart,batchSizes,batchSize);
//construct a new set with the correct batch format from the old set
LabeledData newSet(numBatches);
DataView > setView(set); //fast access to single elements of the original set
std::vector validationSetStart = partitionStart; //current index for the batch of every partition
std::vector > batchElements(numberOfPartitions);
for (std::size_t input = 0; input != numInputs; input++) {
std::size_t partition = indices.second[input]; //the second vector's contents indicate the partition to assign each sample to.
batchElements[partition].push_back( indices.first[input] ); //the first vector's contents indicate from what original position to get the next sample.
//if all elements for the current batch are found, create it
std::size_t batchNumber = validationSetStart[partition];
if (batchElements[partition].size() == batchSizes[batchNumber]) {
newSet.batch(validationSetStart[partition]) = subBatch(setView,batchElements[partition]);
batchElements[partition].clear();
++validationSetStart[partition];
}
}
swap(set, newSet);
//now we only need to create the subset itself
return CVFolds >(set,partitionStart);
}
// much more to come...
/** @}*/
}
#endif