Shuffle-Group(s)-Out cross-validation iterator
Provides randomized train/test indices to split data according to a third-party provided group. This group information can be used to encode arbitrary domain specific stratifications of the samples as integers.
For instance the groups could be the year of collection of the samples and thus allow for cross-validation against time-based splits.
The difference between LeavePGroupsOut and GroupShuffleSplit is that the former generates splits using all subsets of size ``p`` unique groups, whereas GroupShuffleSplit generates a user-determined number of random test splits, each with a user-determined fraction of unique groups.
For example, a less computationally intensive alternative to ``LeavePGroupsOut(p=10)`` would be ``GroupShuffleSplit(test_size=10, n_splits=100)``.
Note: The parameters ``test_size`` and ``train_size`` refer to groups, and not to samples, as in ShuffleSplit.
Parameters ---------- n_splits : int (default 5) Number of re-shuffling & splitting iterations.
test_size : float, int, None, optional (default=None) If float, should be between 0.0 and 1.0 and represent the proportion of groups to include in the test split (rounded up). If int, represents the absolute number of test groups. If None, the value is set to the complement of the train size. By default, the value is set to 0.2. The default will change in version 0.21. It will remain 0.2 only if ``train_size`` is unspecified, otherwise it will complement the specified ``train_size``.
train_size : float, int, or None, default is None If float, should be between 0.0 and 1.0 and represent the proportion of the groups to include in the train split. If int, represents the absolute number of train groups. If None, the value is automatically set to the complement of the test size.
random_state : int, RandomState instance or None, optional (default=None) If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by `np.random`.
Examples -------- >>> import numpy as np >>> from sklearn.model_selection import GroupShuffleSplit >>> X = np.ones(shape=(8, 2)) >>> y = np.ones(shape=(8, 1)) >>> groups = np.array(1, 1, 2, 2, 2, 3, 3, 3
) >>> print(groups.shape) (8,) >>> gss = GroupShuffleSplit(n_splits=2, train_size=.7, random_state=42) >>> gss.get_n_splits() 2 >>> for train_idx, test_idx in gss.split(X, y, groups): ... print("TRAIN:", train_idx, "TEST:", test_idx) TRAIN: 2 3 4 5 6 7
TEST: 0 1
TRAIN: 0 1 5 6 7
TEST: 2 3 4