/*******************************************************************************
* Copyright (c) 2010 Haifeng Li
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*******************************************************************************/
package smile.validation;
import smile.math.Math;
/**
* The bootstrap is a general tool for assessing statistical accuracy. The basic
* idea is to randomly draw datasets with replacement from the training data,
* each samples the same size as the original training set. This is done many
* times (say k = 100), producing k bootstrap datasets. Then we refit the model
* to each of the bootstrap datasets and examine the behavior of the fits over
* the k replications.
*
* @author Haifeng Li
*/
public class Bootstrap {
/**
* The number of rounds of cross validation.
*/
public final int k;
/**
* The index of training instances.
*/
public final int[][] train;
/**
* The index of testing instances.
*/
public final int[][] test;
/**
* Constructor.
* @param n the number of samples.
* @param k the number of rounds of bootstrap.
*/
public Bootstrap(int n, int k) {
if (n < 0) {
throw new IllegalArgumentException("Invalid sample size: " + n);
}
if (k < 0) {
throw new IllegalArgumentException("Invalid number of bootstrap: " + k);
}
this.k = k;
train = new int[k][n];
test = new int[k][];
for (int j = 0; j < k; j++) {
boolean[] hit = new boolean[n];
int hits = 0;
for (int i = 0; i < n; i++) {
int r = Math.randomInt(n);
train[j][i] = r;
if (!hit[r]) {
hits++;
hit[r] = true;
}
}
test[j] = new int[n - hits];
for (int i = 0, p = 0; i < n; i++) {
if (!hit[i]) {
test[j][p++] = i;
}
}
}
}
}