New crossval index generator

fluents/lib/cv_index.py

@@ -0,0 +1,66 @@
+from numpy import array_split,arange
+
+    
+def cv(n, k, randomise=False, sequential=False):
+    """
+    Generates k (training, validation) index pairs.
+    
+    Each pair is a partition of arange(n), where validation is an iterable
+    of length ~n/k.
+    
+    If randomise is true, a copy of index is shuffled before partitioning,
+    otherwise its order is preserved in training and validation.
+
+    Randomise overrides the sequential argument. If randomise is true,
+    sequential is False
+    
+    If sequential is true the index is partioned in continous blocks,
+    otherwise interleaved ordering is used.
+    """
+    index = xrange(N)
+    if randomise:
+        from random import shuffle
+        index = list(index)
+        shuffle(index)
+        sequential = False
+    if sequential:
+        for validation in array_split(index, K):
+            training = [i for i in index if i not in validation]
+            yield training, validation
+    else:
+        for k in xrange(K):
+            training = [i for i in index if i % K != k]
+            validation = [i for i in index if i % K == k]
+            yield training, validation
+
+def shuffle_diag(shape, K, randomise=False, sequential=False):
+    """
+    Generates k (training, validation) index pairs.
+    """
+    m, n = shape
+    
+    if K>m or K>n:
+        msg = "You may not use more subsets than max(n_rows, n_cols)"
+        raise ValueError, msg
+
+    mon = max(m, n)
+    #index = xrange(n)
+    index = [i for i in range(m*n) if i % m == 0]
+    print index
+    if randomise:
+        from random import shuffle
+        index = list(index)
+        shuffle(index)
+        sequential = False
+        
+    if sequential:
+        start_inds = array_split(index, K)
+    else:
+        for k in xrange(K):
+            start_inds = [index[i] for i in xrange(n) if i % K == k]
+    
+    print start_inds
+    for start in start_inds:
+        ind = arange(start, n*m, mon+1)
+        yield ind
+