STK_CvHandler.h

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/*--------------------------------------------------------------------*/
/*     Copyright (C) 2004-2016  Serge Iovleff, Université Lille 1, Inria
 
    This program is free software; you can redistribute it and/or modify
    it under the terms of the GNU Lesser General Public License as
    published by the Free Software Foundation; either version 2 of the
    License, or (at your option) any later version.
 
    This program is distributed in the hope that it will be useful,
    but WITHOUT ANY WARRANTY; without even the implied warranty of
    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
    GNU Lesser General Public License for more details.
 
    You should have received a copy of the GNU Lesser General Public
    License along with this program; if not, write to the
    Free Software Foundation, Inc.,
    59 Temple Place,
    Suite 330,
    Boston, MA 02111-1307
    USA
 
    Contact : S..._Dot_I..._At_stkpp_Dot_org (see copyright for ...)
*/
 
/*
 * Project:  stkpp::DManager
 * created on: 15 nov. 2016
 * Author:   iovleff, S..._Dot_I..._At_stkpp_Dot_org (see copyright for ...)
 **/
 
#ifndef STK_CVHANDLER_H
#define STK_CVHANDLER_H
 
#include <Sdk.h>
 
#include <Arrays/include/STK_CArrayVector.h>
#include <STatistiK/include/STK_Law_UniformDiscrete.h>
 
namespace STK
{
 
class CvHandler: public IRunnerBase
{
  public:
    CvHandler( Range const& rangeData, int nbFolds);
    inline virtual ~CvHandler() {}
 
    inline int nbFolds() const { return nbFolds_;}
    inline Range const& rangeData() const { return rangeData_;}
    inline CVectorXi const& partitions() const { return partitions_;}
    inline CVectorXi const& sizePartitions() const { return sizePartitions_;}
 
    inline virtual bool run()
    { partition(); hasRun_ = true; return true;}
 
    inline void setData( Range const& rangeData, int nbFolds)
    {
      rangeData_ = (rangeData);
      nbFolds_ = nbFolds;
      partitions_.clear();
      sizePartitions_.clear();
      hasRun_ = false;
    }
    template<class Data>
    bool getKFold( int k, Data const& x,Data& xFold, Data& xTest);
    template<class xData, class yData>
    bool getKFold( int k, xData const& x, xData& xFold, xData& xTest
                        , yData const& y, yData& yFold, yData& yTest);
 
  protected:
    inline void partition();
 
  private:
    Range rangeData_;
    int nbFolds_;
    CVectorXi partitions_;
    CVectorXi sizePartitions_;
};
 
/* Default constructor. nbFolds is set to the number of observation
 *  @param rangeData the range of the data to set
 *  @param nbFolds numbbe of Folds
 **/
inline CvHandler::CvHandler( Range const& rangeData, int nbFolds)
                           : IRunnerBase()
                           , rangeData_(rangeData), nbFolds_(nbFolds)
                           , partitions_(), sizePartitions_()
{
  // check nbFolds parameter
  if (nbFolds_<1)
  { STKRUNTIME_ERROR_1ARG(CvHandler::CvHandler,nbFolds,nbFolds<1);}
  if (nbFolds_>rangeData_.size())
  { STKRUNTIME_ERROR_1ARG(CvHandler::CvHandler,nbFolds,nbFolds>rangeData_.size());}
}
/* get the data set when setting out fold k and test data set  */
template<class Data>
bool CvHandler::getKFold( int k, Data const& x,Data& xFold, Data& xTest)
{
  // check if partitions are determined
  if (!hasRun_)
  { msg_error_ = STKERROR_NO_ARG(CvHandler::getKFold,CvHandler has to run);
    return false;
  }
  // check dimensions
  if (x.rows() != rangeData_)
  { msg_error_ = STKERROR_1ARG(CvHandler::getKFold,k,x.rows()!=rangeData_);
    return false;
  }
  if (sizePartitions_.begin() > k)
  { msg_error_ = STKERROR_1ARG(CvHandler::getKFold,k,k<sizePartitions_.begin());
    return false;
  }
  if (sizePartitions_.end() <= k)
  { msg_error_ = STKERROR_1ARG(CvHandler::getKFold,k,k<sizePartitions_.end()<=k);
    return false;
  }
  // prepare containers
  Range xFoldRows = x.rows();
  xFoldRows.decLast(sizePartitions_[k]);
  xFold.resize(xFoldRows, x.cols());
  xTest.resize(sizePartitions_[k], x.cols());
  // copy data
  int iFoldRow = xFold.beginRows(), iTestRow = xTest.beginRows();
  for (int i = partitions_.begin(); i < partitions_.end(); ++i)
  {
    if (partitions_[i] == k)
    {
      xTest.row(iTestRow) = x.row(i);
      ++iTestRow;
    }
    else
    {
      xFold.row(iFoldRow) = x.row(i);
      ++iFoldRow;
    }
  }
  return true;
}
/* get the data set when setting out fold k and test data set  */
template<class xData, class yData>
bool CvHandler::getKFold( int k, xData const& x, xData& xFold, xData& xTest
                               , yData const& y, yData& yFold, yData& yTest)
{
  // check if partitions are determined
  if (!hasRun_)
  { msg_error_ = STKERROR_NO_ARG(CvHandler::getKFold,CvHandler has to run);
    return false;
  }
  // check dimensions
  if (x.rows() != rangeData_)
  { msg_error_ = STKERROR_1ARG(CvHandler::getKFold,k,x.rows()!=rangeData_);
    return false;
  }
  if (y.rows() != rangeData_)
  { msg_error_ = STKERROR_1ARG(CvHandler::getKFold,k,y.rows()!=rangeData_);
    return false;
  }
  if (sizePartitions_.begin() > k)
  { msg_error_ = STKERROR_1ARG(CvHandler::getKFold,k,k<sizePartitions_.begin());
    return false;
  }
  if (sizePartitions_.end() <= k)
  { msg_error_ = STKERROR_1ARG(CvHandler::getKFold,k,k<sizePartitions_.end()<=k);
    return false;
  }
  // prepare constainers
  Range xFoldRows = x.rows();
  xFoldRows.decLast(sizePartitions_[k]);
  xFold.resize(xFoldRows, x.cols());
  xTest.resize(sizePartitions_[k], x.cols());
  yFold.resize(xFoldRows, y.cols());
  yTest.resize(sizePartitions_[k], y.cols());
  // copy data
  int iFoldRow = xFold.beginRows(), iTestRow = xTest.beginRows();
  for (int i = partitions_.begin(); i < partitions_.end(); ++i)
  {
    if (partitions_[i] == k)
    {
      xTest.row(iTestRow) = x.row(i);
      yTest.row(iTestRow) = y.row(i);
      ++iTestRow;
    }
    else
    {
      xFold.row(iFoldRow) = x.row(i);
      yFold.row(iFoldRow) = y.row(i);
      ++iFoldRow;
    }
  }
  return true;
}
 
/* create a random partition in k folds*/
inline void CvHandler::partition()
{
  partitions_.resize(rangeData_);
  sizePartitions_.resize(Range(0, nbFolds_)) = 0;
  //fill the container with the index of folds
  for(int i = partitions_.begin() ; i< partitions_.end() ;i++)
  {
    partitions_[i] = i%nbFolds_;
    sizePartitions_[i%nbFolds_]++;
  }
  //make a random rearrangement
  int begin = partitions_.begin();
  for (int i=partitions_.end()-2; i>begin; --i)
  { std::swap(partitions_[i], partitions_[Law::UniformDiscrete::rand(begin, i+1)]);}
}
 
} // namespace STK
 
#endif /* STK_CVHANDLER_H */