我在多分类任务中使用sklearn。我需要将所有数据拆分为训练集和测试集。我希望从每个类别中随机抽取相同数量的样本。 实际上,我正在使用这个函数
X_train, X_test, y_train, y_test = cross_validation.train_test_split(Data, Target, test_size=0.3, random_state=0)
但是这会导致数据集不平衡!有什么建议。
我在多分类任务中使用sklearn。我需要将所有数据拆分为训练集和测试集。我希望从每个类别中随机抽取相同数量的样本。 实际上,我正在使用这个函数
X_train, X_test, y_train, y_test = cross_validation.train_test_split(Data, Target, test_size=0.3, random_state=0)
但是这会导致数据集不平衡!有什么建议。
虽然Christian的建议是正确的,但从技术上讲,train_test_split
应该使用stratify
参数给出分层结果。
所以您可以这样做:
X_train, X_test, y_train, y_test = cross_validation.train_test_split(Data, Target, test_size=0.3, random_state=0, stratify=Target)
这里的技巧是它从版本0.17
开始在sklearn
中。
从有关参数stratify
的文档中:
stratify:类似数组或None(默认值为None) 如果不为None,则使用此数组作为标签以分层方式拆分数据。 新版本0.17中:分层拆分
train_test_split
中有两个额外的参数:train_size
,test_size
(除了表示比例之外,它们也可以是 int
)。虽然我从未尝试过,但我认为 train_size=100
,test_size=50
结合 stratify
参数应该可以工作。 - Guiem Boschimport numpy as np
from sklearn.model_selection import StratifiedShuffleSplit
X = np.array([[1, 3], [3, 7], [2, 4], [4, 8]])
y = np.array([0, 1, 0, 1])
stratSplit = StratifiedShuffleSplit(y, n_iter=1, test_size=0.5, random_state=42)
for train_idx, test_idx in stratSplit:
X_train=X[train_idx]
y_train=y[train_idx]
print(X_train)
# [[3 7]
# [2 4]]
print(y_train)
# [1 0]
如果类别不平衡但你想要分割是均衡的,那么分层并不能帮助你。在sklearn中似乎没有一种方法来进行平衡抽样,但使用基本的numpy很容易实现,例如下面这个函数可能会对你有所帮助:
def split_balanced(data, target, test_size=0.2):
classes = np.unique(target)
# can give test_size as fraction of input data size of number of samples
if test_size<1:
n_test = np.round(len(target)*test_size)
else:
n_test = test_size
n_train = max(0,len(target)-n_test)
n_train_per_class = max(1,int(np.floor(n_train/len(classes))))
n_test_per_class = max(1,int(np.floor(n_test/len(classes))))
ixs = []
for cl in classes:
if (n_train_per_class+n_test_per_class) > np.sum(target==cl):
# if data has too few samples for this class, do upsampling
# split the data to training and testing before sampling so data points won't be
# shared among training and test data
splitix = int(np.ceil(n_train_per_class/(n_train_per_class+n_test_per_class)*np.sum(target==cl)))
ixs.append(np.r_[np.random.choice(np.nonzero(target==cl)[0][:splitix], n_train_per_class),
np.random.choice(np.nonzero(target==cl)[0][splitix:], n_test_per_class)])
else:
ixs.append(np.random.choice(np.nonzero(target==cl)[0], n_train_per_class+n_test_per_class,
replace=False))
# take same num of samples from all classes
ix_train = np.concatenate([x[:n_train_per_class] for x in ixs])
ix_test = np.concatenate([x[n_train_per_class:(n_train_per_class+n_test_per_class)] for x in ixs])
X_train = data[ix_train,:]
X_test = data[ix_test,:]
y_train = target[ix_train]
y_test = target[ix_test]
return X_train, X_test, y_train, y_test
np.unique(target, return_counts=True)
。from imblearn.pipeline import Pipeline as ImbalancePipeline
model = ImbalancePipeline(steps=[
('data_balancer', RandomOverSampler()),
('classifier', SVC()),
])
# Returns a Test dataset that contains an equal amounts of each class
# y should contain only two classes 0 and 1
def TrainSplitEqualBinary(X, y, samples_n): #samples_n per class
indicesClass1 = []
indicesClass2 = []
for i in range(0, len(y)):
if y[i] == 0 and len(indicesClass1) < samples_n:
indicesClass1.append(i)
elif y[i] == 1 and len(indicesClass2) < samples_n:
indicesClass2.append(i)
if len(indicesClass1) == samples_n and len(indicesClass2) == samples_n:
break
X_test_class1 = X[indicesClass1]
X_test_class2 = X[indicesClass2]
X_test = np.concatenate((X_test_class1,X_test_class2), axis=0)
#remove x_test from X
X_train = np.delete(X, indicesClass1 + indicesClass2, axis=0)
Y_test_class1 = y[indicesClass1]
Y_test_class2 = y[indicesClass2]
y_test = np.concatenate((Y_test_class1,Y_test_class2), axis=0)
#remove y_test from y
y_train = np.delete(y, indicesClass1 + indicesClass2, axis=0)
if (X_test.shape[0] != 2 * samples_n or y_test.shape[0] != 2 * samples_n):
raise Exception("Problem with split 1!")
if (X_train.shape[0] + X_test.shape[0] != X.shape[0] or y_train.shape[0] + y_test.shape[0] != y.shape[0]):
raise Exception("Problem with split 2!")
return X_train, X_test, y_train, y_test
这是我用来获取训练/测试数据索引的实现
def get_safe_balanced_split(target, trainSize=0.8, getTestIndexes=True, shuffle=False, seed=None):
classes, counts = np.unique(target, return_counts=True)
nPerClass = float(len(target))*float(trainSize)/float(len(classes))
if nPerClass > np.min(counts):
print("Insufficient data to produce a balanced training data split.")
print("Classes found %s"%classes)
print("Classes count %s"%counts)
ts = float(trainSize*np.min(counts)*len(classes)) / float(len(target))
print("trainSize is reset from %s to %s"%(trainSize, ts))
trainSize = ts
nPerClass = float(len(target))*float(trainSize)/float(len(classes))
# get number of classes
nPerClass = int(nPerClass)
print("Data splitting on %i classes and returning %i per class"%(len(classes),nPerClass ))
# get indexes
trainIndexes = []
for c in classes:
if seed is not None:
np.random.seed(seed)
cIdxs = np.where(target==c)[0]
cIdxs = np.random.choice(cIdxs, nPerClass, replace=False)
trainIndexes.extend(cIdxs)
# get test indexes
testIndexes = None
if getTestIndexes:
testIndexes = list(set(range(len(target))) - set(trainIndexes))
# shuffle
if shuffle:
trainIndexes = random.shuffle(trainIndexes)
if testIndexes is not None:
testIndexes = random.shuffle(testIndexes)
# return indexes
return trainIndexes, testIndexes
cross_validation.train_test_split
,并且您正在使用sklearn0.17
,则可以平衡训练和测试,请查看我的答案。 - Guiem Boschclass_weight="balanced"
。 - Shadiclass_weight
将对您的成本最小化产生影响。 - Markus