add rough stratified k-folding utility class

onn/utility.py

@@ -54,3 +54,53 @@ def log(left, right, update=False):
 
 class Dummy:
     pass
+
+
+class Folding:
+    # NOTE: this class assumes classes are *exactly* evenly distributed.
+
+    def __init__(self, inputs, outputs, folds):
+        # outputs should be one-hot.
+
+        self.folds = int(folds)
+
+        # this temporarily converts one-hot encoding back to integer indices.
+        classes = np.argmax(outputs, axis=-1)
+
+        # we need to do stratified k-folds,
+        # so let's put them in an order that's easy to split
+        # without breaking class distribution.
+        # don't worry, they'll get shuffled again in train_batched.
+        classes = np.argmax(outputs, axis=-1)
+        class_n = np.max(classes) + 1
+        sorted_inputs = np.array([inputs[classes == n]
+                                  for n in range(class_n)], inputs.dtype)
+        sorted_outputs = np.arange(class_n
+            ).repeat(sorted_inputs.shape[1]).reshape(sorted_inputs.shape[:2])
+
+        # now to interleave the classes instead of having them grouped:
+        inputs = np.swapaxes(sorted_inputs, 0, 1
+            ).reshape(-1, *sorted_inputs.shape[2:])
+        outputs = np.swapaxes(sorted_outputs, 0, 1
+            ).reshape(-1, *sorted_outputs.shape[2:])
+
+        # one final thing: we need to make our outputs one-hot again.
+        self.inputs = inputs
+        self.outputs = onehot(outputs)
+
+        # now we can do stratified folds simply by contiguous slices!
+        self.foldstep = len(self.inputs) // self.folds
+        assert len(self.inputs) % self.foldstep == 0, \
+            "bad number of folds; cannot be stratified"
+
+    def fold(self, i):
+        roll = i * self.foldstep
+        split = (self.folds - 1) * self.foldstep
+
+        train_inputs = np.roll(self.inputs, roll, axis=0)[:split]
+        valid_inputs = np.roll(self.inputs, roll, axis=0)[split:]
+
+        train_outputs = np.roll(self.outputs, roll, axis=0)[:split]
+        valid_outputs = np.roll(self.outputs, roll, axis=0)[split:]
+
+        return train_inputs, train_outputs, valid_inputs, valid_outputs