iterative-stratification is a project that provides scikit-learn compatible cross validators with stratification for multilabel data.
Presently scikit-learn provides several cross validators with stratification. However, these cross validators do not offer the ability to stratify multilabel data. This iterative-stratification project offers implementations of MultilabelStratifiedKFold, MultilabelRepeatedStratifiedKFold, and MultilabelStratifiedShuffleSplit with a base algorithm for stratifying multilabel data described in the following paper:
Sechidis K., Tsoumakas G., Vlahavas I. (2011) On the Stratification of Multi-Label Data. In: Gunopulos D., Hofmann T., Malerba D., Vazirgiannis M. (eds) Machine Learning and Knowledge Discovery in Databases. ECML PKDD 2011. Lecture Notes in Computer Science, vol 6913. Springer, Berlin, Heidelberg.
iterative-stratification has been tested under Python 3.4 through 3.8 with the following dependencies:
- scipy(>=0.13.3)
- numpy(>=1.8.2)
- scikit-learn(>=0.19.0)
iterative-stratification is currently available on the PyPi repository and can be installed via pip:
pip install iterative-stratification
The multilabel cross validators that this package provides may be used with the scikit-learn API in the same manner as any other cross validators. For example, these cross validators may be passed to cross_val_score or cross_val_predict. Below are some toy examples of the direct use of the multilabel cross validators.
from iterstrat.ml_stratifiers import MultilabelStratifiedKFold
import numpy as np
X = np.array([[1,2], [3,4], [1,2], [3,4], [1,2], [3,4], [1,2], [3,4]])
y = np.array([[0,0], [0,0], [0,1], [0,1], [1,1], [1,1], [1,0], [1,0]])
mskf = MultilabelStratifiedKFold(n_splits=2, shuffle=True, random_state=0)
for train_index, test_index in mskf.split(X, y):
print("TRAIN:", train_index, "TEST:", test_index)
X_train, X_test = X[train_index], X[test_index]
y_train, y_test = y[train_index], y[test_index]
Output:
TRAIN: [0 3 4 6] TEST: [1 2 5 7]
TRAIN: [1 2 5 7] TEST: [0 3 4 6]
from iterstrat.ml_stratifiers import RepeatedMultilabelStratifiedKFold
import numpy as np
X = np.array([[1,2], [3,4], [1,2], [3,4], [1,2], [3,4], [1,2], [3,4]])
y = np.array([[0,0], [0,0], [0,1], [0,1], [1,1], [1,1], [1,0], [1,0]])
rmskf = RepeatedMultilabelStratifiedKFold(n_splits=2, n_repeats=2, random_state=0)
for train_index, test_index in rmskf.split(X, y):
print("TRAIN:", train_index, "TEST:", test_index)
X_train, X_test = X[train_index], X[test_index]
y_train, y_test = y[train_index], y[test_index]
Output:
TRAIN: [0 3 4 6] TEST: [1 2 5 7]
TRAIN: [1 2 5 7] TEST: [0 3 4 6]
TRAIN: [0 1 4 5] TEST: [2 3 6 7]
TRAIN: [2 3 6 7] TEST: [0 1 4 5]
from iterstrat.ml_stratifiers import MultilabelStratifiedShuffleSplit
import numpy as np
X = np.array([[1,2], [3,4], [1,2], [3,4], [1,2], [3,4], [1,2], [3,4]])
y = np.array([[0,0], [0,0], [0,1], [0,1], [1,1], [1,1], [1,0], [1,0]])
msss = MultilabelStratifiedShuffleSplit(n_splits=3, test_size=0.5, random_state=0)
for train_index, test_index in msss.split(X, y):
print("TRAIN:", train_index, "TEST:", test_index)
X_train, X_test = X[train_index], X[test_index]
y_train, y_test = y[train_index], y[test_index]
Output:
TRAIN: [1 2 5 7] TEST: [0 3 4 6]
TRAIN: [2 3 6 7] TEST: [0 1 4 5]
TRAIN: [1 2 5 6] TEST: [0 3 4 7]