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97 lines
3.1 KiB
Go
97 lines
3.1 KiB
Go
package cross_validation
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import (
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"fmt"
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"github.com/gonum/matrix/mat64"
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"math/rand"
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"sync"
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"time"
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)
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func shuffleMatrix(returnDatasets []*mat64.Dense, dataset mat64.Matrix, testSize int, seed int64, wg *sync.WaitGroup) {
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numGen := rand.New(rand.NewSource(seed))
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// We don't want to alter the original dataset.
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shuffledSet := mat64.DenseCopyOf(dataset)
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rowCount, colCount := shuffledSet.Dims()
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temp := make([]float64, colCount)
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// Fisher–Yates shuffle
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for i := 0; i < rowCount; i++ {
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j := numGen.Intn(i + 1)
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if j != i {
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// Make a "hard" copy to avoid pointer craziness.
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copy(temp, shuffledSet.RowView(i))
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shuffledSet.SetRow(i, shuffledSet.RowView(j))
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shuffledSet.SetRow(j, temp)
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}
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}
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trainSize := rowCount - testSize
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returnDatasets[0] = mat64.NewDense(trainSize, colCount, shuffledSet.RawMatrix().Data[:trainSize*colCount])
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returnDatasets[1] = mat64.NewDense(testSize, colCount, shuffledSet.RawMatrix().Data[trainSize*colCount:])
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wg.Done()
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}
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// TrainTestSplit splits input DenseMatrix into subsets for testing.
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// The function expects a test size number (int) or percentage (float64), and a random state or nil to get "random" shuffle.
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// It returns a list containing the train-test split and an error status.
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func TrainTestSplit(size interface{}, randomState interface{}, datasets ...*mat64.Dense) ([]*mat64.Dense, error) {
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// Get number of instances (rows).
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instanceCount, _ := datasets[0].Dims()
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// Input should be one or two matrices.
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dataCount := len(datasets)
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if dataCount > 2 {
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return nil, fmt.Errorf("expected 1 or 2 datasets, got %d\n", dataCount)
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}
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if dataCount == 2 {
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// Test for consistency.
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labelCount, labelFeatures := datasets[1].Dims()
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if labelCount != instanceCount {
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return nil, fmt.Errorf("data and labels must have the same number of instances")
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} else if labelFeatures != 1 {
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return nil, fmt.Errorf("label matrix must have single feature")
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}
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}
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var testSize int
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switch size := size.(type) {
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// If size is an integer, treat it as the test data instance count.
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case int:
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testSize = size
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case float64:
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// If size is a float, treat it as a percentage of the instances to be allocated to the test set.
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testSize = int(float64(instanceCount)*size + 0.5)
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default:
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return nil, fmt.Errorf("expected a test instance count (int) or percentage (float64)")
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}
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var randSeed int64
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// Create a deterministic shuffle, or a "random" one based on current time.
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if seed, ok := randomState.(int); ok {
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randSeed = int64(seed)
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} else {
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// Use seconds since epoch as seed
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randSeed = time.Now().Unix()
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}
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// Wait group for goroutine syncronization.
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wg := new(sync.WaitGroup)
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wg.Add(dataCount)
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// Return slice will hold training and test data and optional labels matrix.
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returnDatasets := make([]*mat64.Dense, 2*dataCount)
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for i, dataset := range datasets {
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// Send proper returnDataset slice.
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// This is needed so goroutine doesn't mess up the expected return order.
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// Perhaps returning a map is a better solution...
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go shuffleMatrix(returnDatasets[i:i+2], dataset, testSize, randSeed, wg)
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}
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wg.Wait()
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return returnDatasets, nil
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}
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