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arvkevi opened this issue Aug 24, 2022 · 1 comment · May be fixed by #24227
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Add RepeatedStratifiedGroupKFold #24247

arvkevi opened this issue Aug 24, 2022 · 1 comment · May be fixed by #24227
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module:model_selection New Feature

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@arvkevi
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arvkevi commented Aug 24, 2022

Describe the workflow you want to enable

Building off conversation #13621 and work already done in #18649, I'd like to add an implementation of RepeatedStratifiedGroupKFold.

Describe your proposed solution

See the implementation in #24227. Then RepeatedStratifiedGroupKFold could be used similar to below:

  >>> import numpy as np
  >>> from sklearn.model_selection import RepeatedStratifiedGroupKFold
  >>> X = np.random.randn(10, 1)
  >>> y = np.array([0, 0, 0, 0, 0, 1, 1, 1, 1, 1])
  >>> groups = np.array([1, 1, 2, 2, 2, 3, 4, 4, 5, 5])
  >>> rsgkf = RepeatedStratifiedGroupKFold(n_splits=3, n_repeats=2, random_state=42)
  >>> for train_idxs, test_idxs in rsgkf.split(X, y, groups):
  ...     # print the group assignment for the train/test indices
  ...     print("TRAIN:", groups[train_idxs], "TEST:", groups[test_idxs])
  ...     X_train, X_test = X[train_idxs], X[test_idxs]
  ...     y_train, y_test = y[train_idxs], y[test_idxs]
  TRAIN: [2 2 2 4 4 5 5] TEST: [1 1 3]
  TRAIN: [1 1 3 4 4 5 5] TEST: [2 2 2]
  TRAIN: [1 1 2 2 2 3] TEST: [4 4 5 5]
  TRAIN: [1 1 4 4 5 5] TEST: [2 2 2 3]
  TRAIN: [2 2 2 3 4 4 5 5] TEST: [1 1]
  TRAIN: [1 1 2 2 2 3] TEST: [4 4 5 5]

Describe alternatives you've considered, if relevant

No response

Additional context

No response
@arvkevi arvkevi added Needs Triage Issue requires triage New Feature labels Aug 24, 2022
@thomasjpfan
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thomasjpfan commented Sep 9, 2022 •
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From the triaging meeting, we think this would be a good inclusion. Although, there are already many splitter classes in API: https://scikit-learn.org/stable/modules/classes.html#splitter-classes, adding a new splitter for "repeated" is the current status quo.

Note that it may take some time for a maintainer to review your PR.

@thomasjpfan thomasjpfan removed the Needs Triage Issue requires triage label Sep 9, 2022
@paulcbogdan paulcbogdan mentioned this issue Oct 13, 2022
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@arvkevi arvkevi changed the title Add RepeatedStratifiedGroupKFold [MRG] Add RepeatedStratifiedGroupKFold Oct 1, 2023
@arvkevi arvkevi changed the title [MRG] Add RepeatedStratifiedGroupKFold Add RepeatedStratifiedGroupKFold Oct 2, 2023
@glemaitre glemaitre mentioned this issue Jan 22, 2024
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@glemaitre glemaitre linked a pull request Mar 13, 2024 that will close this issue
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FEA Add RepeatedStratifiedGroupKFold as a new splitter arvkevi/scikit-learn
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@cmarmo @thomasjpfan @arvkevi