/*******************************************************************************
* 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;
/**
* Cross-validation is a technique for assessing how the results of a
* statistical analysis will generalize to an independent data set.
* It is mainly used in settings where the goal is prediction, and one
* wants to estimate how accurately a predictive model will perform in
* practice. One round of cross-validation involves partitioning a sample
* of data into complementary subsets, performing the analysis on one subset
* (called the training set), and validating the analysis on the other subset
* (called the validation set or testing set). To reduce variability, multiple
* rounds of cross-validation are performed using different partitions, and the
* validation results are averaged over the rounds.
*
* @author Haifeng Li
*/
public class CrossValidation {
/**
* 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 cross validation.
*/
public CrossValidation(int n, int k) {
if (n < 0) {
throw new IllegalArgumentException("Invalid sample size: " + n);
}
if (k < 0 || k > n) {
throw new IllegalArgumentException("Invalid number of CV rounds: " + k);
}
this.k = k;
smile.math.Random random = new smile.math.Random(System.currentTimeMillis());
int[] index = random.permutate(n);
train = new int[k][];
test = new int[k][];
int chunk = n / k;
for (int i = 0; i < k; i++) {
int start = chunk * i;
int end = chunk * (i + 1);
if (i == k-1) end = n;
train[i] = new int[n - end + start];
test[i] = new int[end - start];
for (int j = 0, p = 0, q = 0; j < n; j++) {
if (j >= start && j < end) {
test[i][p++] = index[j];
} else {
train[i][q++] = index[j];
}
}
}
}
}