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plot_cross_validation.py
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import numpy as np
import matplotlib.pyplot as plt
def plot_group_kfold():
from sklearn.model_selection import GroupKFold
groups = [0, 0, 0, 1, 1, 1, 1, 2, 2, 3, 3, 3]
plt.figure(figsize=(10, 2))
plt.title("GroupKFold")
axes = plt.gca()
axes.set_frame_on(False)
n_folds = 12
n_samples = 12
n_iter = 3
n_samples_per_fold = 1
cv = GroupKFold(n_splits=3)
mask = np.zeros((n_iter, n_samples))
for i, (train, test) in enumerate(cv.split(range(12), groups=groups)):
mask[i, train] = 1
mask[i, test] = 2
for i in range(n_folds):
# test is grey
colors = ["grey" if x == 2 else "white" for x in mask[:, i]]
# not selected has no hatch
boxes = axes.barh(bottom=range(n_iter), width=[1 - 0.1] * n_iter,
left=i * n_samples_per_fold, height=.6, color=colors,
hatch="//", edgecolor="k")
for j in np.where(mask[:, i] == 0)[0]:
boxes[j].set_hatch("")
axes.barh(bottom=[n_iter] * n_folds, width=[1 - 0.1] * n_folds,
left=np.arange(n_folds) * n_samples_per_fold, height=.6,
color="w", edgecolor='k')
for i in range(12):
axes.text((i + .5) * n_samples_per_fold, 3.5, "%d" %
groups[i], horizontalalignment="center")
axes.invert_yaxis()
axes.set_xlim(0, n_samples + 1)
axes.set_ylabel("CV iterations")
axes.set_xlabel("Data points")
axes.set_xticks(np.arange(n_samples) + .5)
axes.set_xticklabels(np.arange(1, n_samples + 1))
axes.set_yticks(np.arange(n_iter + 1) + .3)
axes.set_yticklabels(
["Split %d" % x for x in range(1, n_iter + 1)] + ["Group"])
plt.legend([boxes[0], boxes[1]], ["Training set", "Test set"], loc=(1, .3))
plt.tight_layout()
def plot_shuffle_split():
from sklearn.model_selection import ShuffleSplit
plt.figure(figsize=(10, 2))
plt.title("ShuffleSplit with 10 points"
", train_size=5, test_size=2, n_splits=4")
axes = plt.gca()
axes.set_frame_on(False)
n_folds = 10
n_samples = 10
n_iter = 4
n_samples_per_fold = 1
ss = ShuffleSplit(n_splits=4, train_size=5, test_size=2, random_state=43)
mask = np.zeros((n_iter, n_samples))
for i, (train, test) in enumerate(ss.split(range(10))):
mask[i, train] = 1
mask[i, test] = 2
for i in range(n_folds):
# test is grey
colors = ["grey" if x == 2 else "white" for x in mask[:, i]]
# not selected has no hatch
boxes = axes.barh(bottom=range(n_iter), width=[1 - 0.1] * n_iter,
left=i * n_samples_per_fold, height=.6, color=colors,
hatch="//", edgecolor='k')
for j in np.where(mask[:, i] == 0)[0]:
boxes[j].set_hatch("")
axes.invert_yaxis()
axes.set_xlim(0, n_samples + 1)
axes.set_ylabel("CV iterations")
axes.set_xlabel("Data points")
axes.set_xticks(np.arange(n_samples) + .5)
axes.set_xticklabels(np.arange(1, n_samples + 1))
axes.set_yticks(np.arange(n_iter) + .3)
axes.set_yticklabels(["Split %d" % x for x in range(1, n_iter + 1)])
# legend hacked for this random state
plt.legend([boxes[1], boxes[0], boxes[2]], [
"Training set", "Test set", "Not selected"], loc=(1, .3))
plt.tight_layout()
def plot_stratified_cross_validation():
fig, both_axes = plt.subplots(2, 1, figsize=(12, 5))
# plt.title("cross_validation_not_stratified")
axes = both_axes[0]
axes.set_title("Standard cross-validation with sorted class labels")
axes.set_frame_on(False)
n_folds = 3
n_samples = 150
n_samples_per_fold = n_samples / float(n_folds)
for i in range(n_folds):
colors = ["w"] * n_folds
colors[i] = "grey"
axes.barh(bottom=range(n_folds), width=[n_samples_per_fold - 1] *
n_folds, left=i * n_samples_per_fold, height=.6,
color=colors, hatch="//", edgecolor='k')
axes.barh(bottom=[n_folds] * n_folds, width=[n_samples_per_fold - 1] *
n_folds, left=np.arange(3) * n_samples_per_fold, height=.6,
color="w", edgecolor='k')
axes.invert_yaxis()
axes.set_xlim(0, n_samples + 1)
axes.set_ylabel("CV iterations")
axes.set_xlabel("Data points")
axes.set_xticks(np.arange(n_samples_per_fold / 2.,
n_samples, n_samples_per_fold))
axes.set_xticklabels(["Fold %d" % x for x in range(1, n_folds + 1)])
axes.set_yticks(np.arange(n_folds + 1) + .3)
axes.set_yticklabels(
["Split %d" % x for x in range(1, n_folds + 1)] + ["Class label"])
for i in range(3):
axes.text((i + .5) * n_samples_per_fold, 3.5, "Class %d" %
i, horizontalalignment="center")
ax = both_axes[1]
ax.set_title("Stratified Cross-validation")
ax.set_frame_on(False)
ax.invert_yaxis()
ax.set_xlim(0, n_samples + 1)
ax.set_ylabel("CV iterations")
ax.set_xlabel("Data points")
ax.set_yticks(np.arange(n_folds + 1) + .3)
ax.set_yticklabels(
["Split %d" % x for x in range(1, n_folds + 1)] + ["Class label"])
n_subsplit = n_samples_per_fold / 3.
for i in range(n_folds):
test_bars = ax.barh(
bottom=[i] * n_folds, width=[n_subsplit - 1] * n_folds,
left=np.arange(n_folds) * n_samples_per_fold + i * n_subsplit,
height=.6, color="grey", hatch="//", edgecolor='k')
w = 2 * n_subsplit - 1
ax.barh(bottom=[0] * n_folds, width=[w] * n_folds, left=np.arange(n_folds)
* n_samples_per_fold + (0 + 1) * n_subsplit, height=.6, color="w",
hatch="//", edgecolor='k')
ax.barh(bottom=[1] * (n_folds + 1), width=[w / 2., w, w, w / 2.],
left=np.maximum(0, np.arange(n_folds + 1) * n_samples_per_fold -
n_subsplit), height=.6, color="w", hatch="//",
edgecolor='k')
training_bars = ax.barh(bottom=[2] * n_folds, width=[w] * n_folds,
left=np.arange(n_folds) * n_samples_per_fold,
height=.6, color="w", hatch="//", edgecolor='k')
ax.barh(bottom=[n_folds] * n_folds, width=[n_samples_per_fold - 1] *
n_folds, left=np.arange(n_folds) * n_samples_per_fold, height=.6,
color="w", edgecolor='k')
for i in range(3):
ax.text((i + .5) * n_samples_per_fold, 3.5, "Class %d" %
i, horizontalalignment="center")
ax.set_ylim(4, -0.1)
plt.legend([training_bars[0], test_bars[0]], [
'Training data', 'Test data'], loc=(1.05, 1), frameon=False)
fig.tight_layout()
def plot_cross_validation():
plt.figure(figsize=(12, 2))
plt.title("cross_validation")
axes = plt.gca()
axes.set_frame_on(False)
n_folds = 5
n_samples = 25
n_samples_per_fold = n_samples / float(n_folds)
for i in range(n_folds):
colors = ["w"] * n_folds
colors[i] = "grey"
bars = plt.barh(
bottom=range(n_folds), width=[n_samples_per_fold - 0.1] * n_folds,
left=i * n_samples_per_fold, height=.6, color=colors, hatch="//",
edgecolor='k')
axes.invert_yaxis()
axes.set_xlim(0, n_samples + 1)
plt.ylabel("CV iterations")
plt.xlabel("Data points")
plt.xticks(np.arange(n_samples_per_fold / 2., n_samples,
n_samples_per_fold),
["Fold %d" % x for x in range(1, n_folds + 1)])
plt.yticks(np.arange(n_folds) + .3,
["Split %d" % x for x in range(1, n_folds + 1)])
plt.legend([bars[0], bars[4]], ['Training data', 'Test data'],
loc=(1.05, 0.4), frameon=False)
def plot_threefold_split():
plt.figure(figsize=(15, 1))
axis = plt.gca()
bars = axis.barh([0, 0, 0], [11.9, 2.9, 4.9], left=[0, 12, 15], color=[
'white', 'grey', 'grey'], hatch="//", edgecolor='k')
bars[2].set_hatch(r"")
axis.set_yticks(())
axis.set_frame_on(False)
axis.set_ylim(-.1, .8)
axis.set_xlim(-0.1, 20.1)
axis.set_xticks([6, 13.3, 17.5])
axis.set_xticklabels(["training set", "validation set",
"test set"], fontdict={'fontsize': 20})
axis.tick_params(length=0, labeltop=True, labelbottom=False)
axis.text(6, -.3, "Model fitting",
fontdict={'fontsize': 13}, horizontalalignment="center")
axis.text(13.3, -.3, "Parameter selection",
fontdict={'fontsize': 13}, horizontalalignment="center")
axis.text(17.5, -.3, "Evaluation",
fontdict={'fontsize': 13}, horizontalalignment="center")