Cross Validations

Cross validation functions.

@kwdef struct CrossValidationIndices
    n_parts::Integer
    train_indices_per_part::AbstractVector{<:AbstractVector{<:Integer}}
    test_indices_per_part::AbstractVector{<:AbstractVector{<:Integer}}
end

A set of cross-validation indices; n_parts , where each part is a combination of distinct test and training indices, such that the training indices for each part are the union of the test indices of all the other parts.

function pick_cross_validation_indices(;
    full_indices::AbstractVector{<:Integer},
    cross_validation_parts::Integer,
    rng::AbstractRNG,
)::CrossValidationIndices

Given a vector of full_indices , split them into cross_validation_parts where each part has distinct training and testing indices.

using Test
using Random

cross_validation_indices = pick_cross_validation_indices(;
    full_indices = collect(1:12),
    cross_validation_parts = 3,
    rng = Random.default_rng()
)
@test all([
    length(test_indices)
    for test_indices
    in cross_validation_indices.test_indices_per_part
] .== 4)
@test all([
    length(train_indices)
    for train_indices
    in cross_validation_indices.train_indices_per_part
] .== 8)
@test all([
    length(union(Set(test_indices), Set(train_indices)))
    for (test_indices, train_indices)
    in zip(cross_validation_indices.test_indices_per_part, cross_validation_indices.train_indices_per_part)
] .== 12)

println("OK")

# output

OK