Revision 680619b96c0dc2f5a1cb12e0a06005d76f857be5 authored by pat-s on 06 December 2019, 11:37:28 UTC, committed by pat-s on 06 December 2019, 11:37:28 UTC
Build URL: https://circleci.com/gh/mlr-org/mlr/992 Commit:
1 parent 88a0774
ResampleInstances.R
instantiateResampleInstance = function(desc, size, task) {
UseMethod("instantiateResampleInstance")
}
instantiateResampleInstance.HoldoutDesc = function(desc, size, task = NULL) {
inds = sample(size, size * desc$split)
makeResampleInstanceInternal(desc, size, train.inds = list(inds))
}
instantiateResampleInstance.CVDesc = function(desc, size, task = NULL) {
# Random sampling CV
if (!desc$fixed) {
if (desc$iters > size) {
stopf("Cannot use more folds (%i) than size (%i)!", desc$iters, size)
}
test.inds = chunk(seq_len(size), shuffle = TRUE, n.chunks = desc$iters)
makeResampleInstanceInternal(desc, size, test.inds = test.inds)
} else {
# CV with only predefined indices ("fixed")
if (is.null(task$blocking)) {
stopf("To use blocking in resampling, you need to pass a factor variable when creating the task!")
}
# In the inner call, the implementation is able to adapt by automatically reducing one level (see line if (0 %in% length.test.inds)).
# So having always `length(iters) = length(levels(task$blocking)` is the most safe environment for the function to work.
if (desc$iters != length(levels(task$blocking))) {
desc$iters = length(levels(task$blocking))
warningf("Adjusting levels to match number of blocking levels.")
}
levs = levels(task$blocking)
n.levels = length(levs)
# Why do we need the helper desc? If we would call 'instantiateResampleInstance()' here,
# we would call the function within itself and will receive an 'error-c-stack-usage-is-too-close-to-the-limit' error
# So we simply change the class name to mimic a new function..
attr(desc, "class")[1] = "CVHelperDesc"
# create fake ResampleInstance
inst = instantiateResampleInstance(desc, n.levels, task)
attr(desc, "class")[1] = "CVDesc"
# now exchange block indices with indices of elements of this block and shuffle
test.inds = lapply(inst$test.inds, function(i) which(task$blocking %in% levs[i]))
# Nested resampling: We need to create a list with length(levels) first.
# Then one fold will be length(0) because we are missing one factor level because we are in the inner level
# We check for this and remove this fold
# There is no other way to do this. If we initially set "desc$iters" to length(levels) - 1, test.inds will not be created correctly
length.test.inds = unlist(lapply(test.inds, function(x) length(x)))
if (0 %in% length.test.inds) {
index = match(0, length.test.inds)
test.inds[[index]] = NULL
size = length(task$env$data[, 1])
desc$iters = length(test.inds)
}
makeResampleInstanceInternal(desc, size, test.inds = test.inds)
}
}
instantiateResampleInstance.SpCVDesc = function(desc, size, task = NULL) {
if (is.null(task)) {
stopf("Please provide a task.")
}
if (is.null(task$coordinates)) {
stopf("Please provide suitable coordinates for SpCV. See ?Task for help.")
}
# perform kmeans clustering
inds = kmeans(task$coordinates, centers = desc$iters)
inds = factor(inds$cluster)
# uses resulting factor levels from kmeans clustering to set up a list of
# length x (x = folds) with row indices of the data referring to which fold
# each observations is assigned to
test.inds = lapply(levels(inds), function(x, spl) {
which(spl == x)
}, spl = inds)
makeResampleInstanceInternal(desc, size, test.inds = test.inds)
}
instantiateResampleInstance.LOODesc = function(desc, size, task = NULL) {
desc$iters = size
makeResampleInstanceInternal(desc, size, test.inds = as.list(seq_len(size)))
}
instantiateResampleInstance.SubsampleDesc = function(desc, size, task = NULL) {
inds = lapply(seq_len(desc$iters), function(x) sample(size, size * desc$split))
makeResampleInstanceInternal(desc, size, train.inds = inds)
}
instantiateResampleInstance.BootstrapDesc = function(desc, size, task = NULL) {
inds = lapply(seq_len(desc$iters), function(x) sample(size, size, replace = TRUE))
makeResampleInstanceInternal(desc, size, train.inds = inds)
}
instantiateResampleInstance.RepCVDesc = function(desc, size, task = NULL) {
folds = desc$iters / desc$reps
d = makeResampleDesc("CV", iters = folds, blocking.cv = desc$blocking.cv, fixed = desc$fixed)
i = replicate(desc$reps, makeResampleInstance(d, size = size), simplify = FALSE)
train.inds = Reduce(c, lapply(i, function(j) j$train.inds))
test.inds = Reduce(c, lapply(i, function(j) j$test.inds))
g = as.factor(rep(seq_len(desc$reps), each = folds))
makeResampleInstanceInternal(desc, size, train.inds = train.inds, test.inds = test.inds, group = g)
}
instantiateResampleInstance.SpRepCVDesc = function(desc, size, task = NULL) {
folds = desc$iters / desc$reps
d = makeResampleDesc("SpCV", iters = folds)
i = replicate(desc$reps, makeResampleInstance(d, task = task), simplify = FALSE)
train.inds = Reduce(c, lapply(i, function(j) j$train.inds))
test.inds = Reduce(c, lapply(i, function(j) j$test.inds))
g = as.factor(rep(seq_len(desc$reps), each = folds))
makeResampleInstanceInternal(desc, size, train.inds = train.inds, test.inds = test.inds, group = g)
}
instantiateResampleInstance.FixedWindowCVDesc = function(desc, size, task = NULL, coords) {
makeResamplingWindow(desc, size, task, coords, "FixedWindowCV")
}
instantiateResampleInstance.GrowingWindowCVDesc = function(desc, size, task = NULL, coords) {
makeResamplingWindow(desc, size, task, coords, "GrowingWindowCV")
}
instantiateResampleInstance.CVHelperDesc = function(desc, size, task = NULL) {
if (desc$iters > size) {
stopf("Cannot use more folds (%i) than size (%i)!", desc$iters, size)
}
test.inds = chunk(seq_len(size), shuffle = TRUE, n.chunks = desc$iters)
makeResampleInstanceInternal(desc, size, test.inds = test.inds)
}
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