model-selection-rs 0.1.0

Cross-validation and model-selection utilities for Rust: stratified / group-aware / time-series splitting, nested CV, and learning & validation curves. Dependency-light, composes with any modeling crate.
Documentation
//! Class-proportion-preserving random-permutation splitting.

use std::collections::HashMap;
use std::hash::Hash;

use ndarray::Array1;
use rand::rngs::StdRng;
use rand::seq::SliceRandom;
use rand::SeedableRng;

use super::shuffle_split::SubsetSize;
use super::CvSplitter;
use crate::error::{ModelSelectionError, Result};

/// Stratified random-permutation cross-validation.
///
/// Like [`ShuffleSplit`](super::ShuffleSplit), but every split keeps
/// approximately the dataset's class proportions in both its train and test
/// subsets. Class labels are supplied at construction (generic
/// `L: Eq + Hash + Clone`) and stored, so the splitter still satisfies the plain
/// [`CvSplitter`](super::CvSplitter) interface.
///
/// Per-class subset sizes are allocated proportionally and rounded, so realised
/// sizes may differ from the requested totals by a sample or two — the guarantee
/// is proportional balance, not an exact global count.
///
/// ```
/// use ndarray::Array1;
/// use model_selection_rs::splitters::{CvSplitter, StratifiedShuffleSplit, SubsetSize};
///
/// let mut v = vec![0; 80];
/// v.extend(std::iter::repeat(1).take(20));
/// let y = Array1::from(v);
/// let sss = StratifiedShuffleSplit::new(3, &y)
///     .with_test_size(SubsetSize::Fraction(0.2))
///     .with_seed(0);
/// let splits = sss.split(100).unwrap();
/// assert_eq!(splits.len(), 3);
/// ```
#[derive(Debug, Clone)]
pub struct StratifiedShuffleSplit<L> {
    n_splits: usize,
    test_size: SubsetSize,
    train_size: Option<SubsetSize>,
    seed: u64,
    labels: Vec<L>,
}

impl<L: Eq + Hash + Clone> StratifiedShuffleSplit<L> {
    /// Create a `StratifiedShuffleSplit` over class labels `y`, with a default
    /// test size of 10%.
    #[must_use]
    pub fn new(n_splits: usize, y: &Array1<L>) -> Self {
        Self {
            n_splits,
            test_size: SubsetSize::Fraction(0.1),
            train_size: None,
            seed: 0,
            labels: y.to_vec(),
        }
    }

    /// Set the (approximate) total test-subset size.
    #[must_use]
    pub fn with_test_size(mut self, test_size: SubsetSize) -> Self {
        self.test_size = test_size;
        self
    }

    /// Set the (approximate) total train-subset size.
    #[must_use]
    pub fn with_train_size(mut self, train_size: SubsetSize) -> Self {
        self.train_size = Some(train_size);
        self
    }

    /// Set the base RNG seed.
    #[must_use]
    pub fn with_seed(mut self, seed: u64) -> Self {
        self.seed = seed;
        self
    }

    fn class_indices(&self) -> Vec<Vec<usize>> {
        let mut order: Vec<L> = Vec::new();
        let mut map: HashMap<L, Vec<usize>> = HashMap::new();
        for (i, label) in self.labels.iter().enumerate() {
            map.entry(label.clone()).or_insert_with(|| {
                order.push(label.clone());
                Vec::new()
            });
            map.get_mut(label).unwrap().push(i);
        }
        order.into_iter().map(|c| map.remove(&c).unwrap()).collect()
    }
}

impl<L: Eq + Hash + Clone> CvSplitter for StratifiedShuffleSplit<L> {
    fn split(&self, n_samples: usize) -> Result<Vec<(Vec<usize>, Vec<usize>)>> {
        if n_samples != self.labels.len() {
            return Err(ModelSelectionError::ShapeMismatch {
                expected: self.labels.len(),
                got: n_samples,
            });
        }
        let n_test = self.test_size.resolve(n_samples);
        let n_train = match self.train_size {
            Some(ts) => ts.resolve(n_samples),
            None => n_samples.saturating_sub(n_test),
        };
        if n_test == 0 || n_train == 0 {
            return Err(ModelSelectionError::InvalidSplitCount {
                msg: format!("resolved train={n_train}, test={n_test}; both must be >= 1"),
            });
        }
        if n_train + n_test > n_samples {
            return Err(ModelSelectionError::NotEnoughSamples {
                needed: n_train + n_test,
                got: n_samples,
            });
        }

        let class_indices = self.class_indices();
        let mut splits = Vec::with_capacity(self.n_splits);

        for i in 0..self.n_splits {
            let mut rng = StdRng::seed_from_u64(self.seed.wrapping_add(i as u64));
            let mut train = Vec::new();
            let mut test = Vec::new();

            for members in &class_indices {
                let n_c = members.len();
                // Proportional per-class allocation.
                let test_c = ((n_test as f64) * (n_c as f64) / (n_samples as f64)).round() as usize;
                let train_c =
                    ((n_train as f64) * (n_c as f64) / (n_samples as f64)).round() as usize;
                // Never over-draw a class.
                let (test_c, train_c) = if test_c + train_c > n_c {
                    (test_c.min(n_c), n_c.saturating_sub(test_c).min(train_c))
                } else {
                    (test_c, train_c)
                };

                let mut shuffled = members.clone();
                shuffled.shuffle(&mut rng);
                test.extend_from_slice(&shuffled[..test_c]);
                train.extend_from_slice(&shuffled[test_c..test_c + train_c]);
            }

            train.sort_unstable();
            test.sort_unstable();
            splits.push((train, test));
        }
        Ok(splits)
    }

    fn n_splits(&self) -> usize {
        self.n_splits
    }
}

#[cfg(test)]
mod tests {
    use super::*;
    use std::collections::HashSet;

    #[test]
    fn preserves_class_proportion_per_split() {
        let mut v = vec![0; 80];
        v.extend(std::iter::repeat(1).take(20));
        let y = Array1::from(v);
        let sss = StratifiedShuffleSplit::new(5, &y)
            .with_test_size(SubsetSize::Fraction(0.2))
            .with_seed(7);
        for (_, test) in sss.split(100).unwrap() {
            let ones = test.iter().filter(|&&i| y[i] == 1).count();
            let frac = ones as f64 / test.len() as f64;
            assert!((frac - 0.2).abs() < 0.1, "test class-1 share {frac}");
        }
    }

    #[test]
    fn train_and_test_disjoint() {
        let y = Array1::from(vec![0, 1, 0, 1, 0, 1, 0, 1, 0, 1]);
        let sss = StratifiedShuffleSplit::new(3, &y).with_test_size(SubsetSize::Fraction(0.4));
        for (train, test) in sss.split(10).unwrap() {
            let tr: HashSet<_> = train.iter().collect();
            let te: HashSet<_> = test.iter().collect();
            assert!(tr.is_disjoint(&te));
        }
    }
}