annotate model_validations.py @ 8:1a9d5a8fff12 draft

planemo upload for repository https://github.com/bgruening/galaxytools/tree/master/tools/sklearn commit c0a3a186966888e5787335a7628bf0a4382637e7

"""
class
-----
OrderedKFold
RepeatedOrderedKold


function
--------
train_test_split
"""

import numpy as np
import warnings

from itertools import chain
from math import ceil, floor
from sklearn.model_selection import (GroupShuffleSplit, ShuffleSplit,
                                     StratifiedShuffleSplit)
from sklearn.model_selection._split import _BaseKFold, _RepeatedSplits
from sklearn.utils import check_random_state, indexable, safe_indexing
from sklearn.utils.validation import _num_samples, check_array


def _validate_shuffle_split(n_samples, test_size, train_size,
                            default_test_size=None):
    """
    Validation helper to check if the test/test sizes are meaningful wrt to the
    size of the data (n_samples)
    """
    if test_size is None and train_size is None:
        test_size = default_test_size

    test_size_type = np.asarray(test_size).dtype.kind
    train_size_type = np.asarray(train_size).dtype.kind

    if (test_size_type == 'i' and (test_size >= n_samples or test_size <= 0)
       or test_size_type == 'f' and (test_size <= 0 or test_size >= 1)):
        raise ValueError('test_size={0} should be either positive and smaller'
                         ' than the number of samples {1} or a float in the '
                         '(0, 1) range'.format(test_size, n_samples))

    if (train_size_type == 'i' and (train_size >= n_samples or train_size <= 0)
       or train_size_type == 'f' and (train_size <= 0 or train_size >= 1)):
        raise ValueError('train_size={0} should be either positive and smaller'
                         ' than the number of samples {1} or a float in the '
                         '(0, 1) range'.format(train_size, n_samples))

    if train_size is not None and train_size_type not in ('i', 'f'):
        raise ValueError("Invalid value for train_size: {}".format(train_size))
    if test_size is not None and test_size_type not in ('i', 'f'):
        raise ValueError("Invalid value for test_size: {}".format(test_size))

    if (train_size_type == 'f' and test_size_type == 'f' and
            train_size + test_size > 1):
        raise ValueError(
            'The sum of test_size and train_size = {}, should be in the (0, 1)'
            ' range. Reduce test_size and/or train_size.'
            .format(train_size + test_size))

    if test_size_type == 'f':
        n_test = ceil(test_size * n_samples)
    elif test_size_type == 'i':
        n_test = float(test_size)

    if train_size_type == 'f':
        n_train = floor(train_size * n_samples)
    elif train_size_type == 'i':
        n_train = float(train_size)

    if train_size is None:
        n_train = n_samples - n_test
    elif test_size is None:
        n_test = n_samples - n_train

    if n_train + n_test > n_samples:
        raise ValueError('The sum of train_size and test_size = %d, '
                         'should be smaller than the number of '
                         'samples %d. Reduce test_size and/or '
                         'train_size.' % (n_train + n_test, n_samples))

    n_train, n_test = int(n_train), int(n_test)

    if n_train == 0:
        raise ValueError(
            'With n_samples={}, test_size={} and train_size={}, the '
            'resulting train set will be empty. Adjust any of the '
            'aforementioned parameters.'.format(n_samples, test_size,
                                                train_size)
        )

    return n_train, n_test


def train_test_split(*arrays, **options):
    """Extend sklearn.model_selection.train_test_slit to have group split.

    Parameters
    ----------
    *arrays : sequence of indexables with same length / shape[0]
        Allowed inputs are lists, numpy arrays, scipy-sparse
        matrices or pandas dataframes.

    test_size : float, int or None, optional (default=None)
        If float, should be between 0.0 and 1.0 and represent the proportion
        of the dataset to include in the test split. If int, represents the
        absolute number of test samples. If None, the value is set to the
        complement of the train size. If ``train_size`` is also None, it will
        be set to 0.25.

    train_size : float, int, or None, (default=None)
        If float, should be between 0.0 and 1.0 and represent the
        proportion of the dataset to include in the train split. If
        int, represents the absolute number of train samples. If None,
        the value is automatically set to the complement of the test size.

    random_state : int, RandomState instance or None, optional (default=None)
        If int, random_state is the seed used by the random number generator;
        If RandomState instance, random_state is the random number generator;
        If None, the random number generator is the RandomState instance used
        by `np.random`.

    shuffle : None or str (default='simple')
        How to shuffle the data before splitting.
        None, no shuffle.
        For str, one of 'simple', 'stratified' and 'group', corresponding to
        `ShuffleSplit`, `StratifiedShuffleSplit` and `GroupShuffleSplit`,
        respectively.

    labels : array-like or None (default=None)
        Ignored if shuffle is None or 'simple'.
        When shuffle='stratified', this array is used as class labels.
        When shuffle='group', this array is used as groups.

    Returns
    -------
    splitting : list, length=2 * len(arrays)
        List containing train-test split of inputs.

    """
    n_arrays = len(arrays)
    if n_arrays == 0:
        raise ValueError("At least one array required as input")
    test_size = options.pop('test_size', None)
    train_size = options.pop('train_size', None)
    random_state = options.pop('random_state', None)
    shuffle = options.pop('shuffle', 'simple')
    labels = options.pop('labels', None)

    if options:
        raise TypeError("Invalid parameters passed: %s" % str(options))

    arrays = indexable(*arrays)

    n_samples = _num_samples(arrays[0])
    if shuffle == 'group':
        if labels is None:
            raise ValueError("When shuffle='group', "
                             "labels should not be None!")
        labels = check_array(labels, ensure_2d=False, dtype=None)
        uniques = np.unique(labels)
        n_samples = uniques.size

    n_train, n_test = _validate_shuffle_split(n_samples, test_size, train_size,
                                              default_test_size=0.25)

    shuffle_options = dict(test_size=n_test,
                           train_size=n_train,
                           random_state=random_state)

    if shuffle is None:
        if labels is not None:
            warnings.warn("The `labels` is ignored for "
                          "shuffle being None!")

        train = np.arange(n_train)
        test = np.arange(n_train, n_train + n_test)

    elif shuffle == 'simple':
        if labels is not None:
            warnings.warn("The `labels` is not needed and therefore "
                          "ignored for ShuffleSplit, as shuffle='simple'!")

        cv = ShuffleSplit(**shuffle_options)
        train, test = next(cv.split(X=arrays[0], y=None))

    elif shuffle == 'stratified':
        cv = StratifiedShuffleSplit(**shuffle_options)
        train, test = next(cv.split(X=arrays[0], y=labels))

    elif shuffle == 'group':
        cv = GroupShuffleSplit(**shuffle_options)
        train, test = next(cv.split(X=arrays[0], y=None, groups=labels))

    else:
        raise ValueError("The argument `shuffle` only supports None, "
                         "'simple', 'stratified' and 'group', but got `%s`!"
                         % shuffle)

    return list(chain.from_iterable((safe_indexing(a, train),
                                    safe_indexing(a, test)) for a in arrays))


class OrderedKFold(_BaseKFold):
    """
    Split into K fold based on ordered target value

    Parameters
    ----------
    n_splits : int, default=3
        Number of folds. Must be at least 2.
    shuffle: bool
    random_state: None or int
    """

    def __init__(self, n_splits=3, shuffle=False, random_state=None):
        super(OrderedKFold, self).__init__(n_splits, shuffle, random_state)

    def _iter_test_indices(self, X, y, groups=None):
        n_samples = _num_samples(X)
        n_splits = self.n_splits
        y = np.asarray(y)
        sorted_index = np.argsort(y)
        if self.shuffle:
            current = 0
            rng = check_random_state(self.random_state)
            for i in range(n_samples // int(n_splits)):
                start, stop = current, current + n_splits
                rng.shuffle(sorted_index[start:stop])
                current = stop
            rng.shuffle(sorted_index[current:])

        for i in range(n_splits):
            yield sorted_index[i:n_samples:n_splits]


class RepeatedOrderedKFold(_RepeatedSplits):
    """ Repeated OrderedKFold runs mutiple times with different randomization.

    Parameters
    ----------
    n_splits : int, default=5
        Number of folds. Must be at least 2.

    n_repeats : int, default=5
        Number of times cross-validator to be repeated.

    random_state: int, RandomState instance or None. Optional
    """
    def __init__(self, n_splits=5, n_repeats=5, random_state=None):
        super(RepeatedOrderedKFold, self).__init__(
            OrderedKFold, n_repeats, random_state, n_splits=n_splits)