Reputation: 515
I have a dataset where the response values are not balanced, I have a lot more of my qualified rejected vs non-rejected value so I'm looking to balance my dataset.
To that end there was a code that worked with the now deprecated cross_validation.StratifiedKFold
but now I need to adapt it and I don't understand it perfectly so I'm looking for help.
The original code is:
def stratified_cv(X, y, clf_class, shuffle=True, n_folds=10, **kwargs):
stratified_k_fold = cross_validation.StratifiedKFold(y, n_folds=n_folds, shuffle=shuffle)
y_pred = y.copy()
# ii -> train
# jj -> test indices
for ii, jj in stratified_k_fold:
X_train, X_test = X[ii], X[jj]
y_train = y[ii]
clf = clf_class(**kwargs)
clf.fit(X_train,y_train)
y_pred[jj] = clf.predict(X_test)
return y_pred
Where X
is the dataset fit_transformed, converted to a numpy float array and scaled and the y
is the "rejected" vs. "not-rejected" classification converted to an array of int (0 or 1 of course). Finally the clf_class(**kwargs)
can be classifiers like ensemble.GradientBoostingClassifier
, svm.SVC
and ensemble.RandomForestClassifier
X = np.array([[-0.6786493 , 0.67648946, -0.52360328, -0.32758048, 1.6170861 ,
1.23488274, 1.56676695, 0.47664315, 1.56703625, -0.07060962,
-0.05594035, -0.07042665, 0.86674322, -0.46549436, 0.86602851,
-0.08500823, -0.60119509, -0.0856905 , -0.42793202],[0.6031696 , 0.14906505, -0.52360328, -0.32758048, 1.6170861 ,
1.30794844, -0.33373776, 1.12450284, -0.33401297, -0.10808036,
0.14486653, -0.10754944, 1.05857074, 0.14782467, 1.05938994,
1.24048169, -0.60119509, 1.2411686 , -0.42793202],[ 0.33331299, 0.9025285 , -0.52360328, -0.32758048, -0.61839626,
-0.59175986, 1.16830364, 0.67598459, 1.168464 , -1.57338336,
0.49627857, -1.57389963, -0.75686906, 0.19893459, -0.75557074,
0.70312091, 0.21153386, 0.69715637, -1.1882185 ],[ 0.6031696 , -0.42859027, -0.68883427, 3.05268496, -0.61839626,
-0.59175986, 2.19659605, -1.46693591, 2.19675881, -2.74286476,
-0.60815927, -2.7432675 , -0.07855114, -0.5677142 , -0.07880574,
-1.30302599, 1.02426282, -1.30640087, 0.33235445],[ 0.67063375, -0.6546293 , -0.52360328, 3.05268496, -0.61839626,
-0.59175986, -0.24008971, 0.62614923, -0.24004065, -1.03893233,
1.0986992 , -1.03793936, -0.27631146, 1.06780322, -0.27656174,
-0.04918418, -0.60119509, -0.04588472, 1.09264093],[-0.74611345, -0.90578379, -0.52360328, -0.32758048, -0.61839626,
-0.59175986, -0.93051461, 1.82219789, -0.93025113, 0.54272717,
-0.85916786, 0.54209937, 0.15678365, 0.55670403, 0.15850147,
0.88224117, 0.61789834, 0.88291665, 1.8529274 ],[ 0.53570545, 1.50529926, -0.52360328, -0.32758048, -0.61839626,
-0.59175986, 2.81173526, -1.66627735, 2.81135938, 2.30385178,
-0.15634379, 2.3031117 , -0.79642112, 1.42557266, -0.79512194,
-1.73291462, 1.83699177, -1.73099578, 1.8529274 ]])
y = np.array([0,0,0,0,0,1,1])
Upvotes: 1
Views: 64
Reputation: 25189
StratifiedKFold
has moved into model_selection
. So you should do:
from sklearn.model_selection import StratifiedKFold
def stratified_cv(X, y, clf_class, shuffle=True, n_folds=10, **kwargs):
stratified_k_fold = StratifiedKFold(n_splits=n_folds, shuffle=shuffle)
y_pred = y.copy()
# ii -> train
# jj -> test indices
for ii, jj in stratified_k_fold.split(X,y):
X_train, X_test = X[ii], X[jj]
y_train = y[ii]
clf = clf_class(**kwargs)
clf.fit(X_train,y_train)
y_pred[jj] = clf.predict(X_test)
return y_pred
Upvotes: 1