holdout_validation.cc

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#include "kernel/gp/src/holdout_validation.h"
#include "kernel/random.h"
 
namespace vita
{
 
holdout_validation::holdout_validation(src_problem &prob)
  : training_(prob.data(dataset_t::training)),
    validation_(prob.data(dataset_t::validation)),
    env_(prob.env)
{
  // Here `env_.validation_percentage.has_value()` could be `false`. Validation
  // strategy is set before parameters are tuned.
 
  Ensures(validation_.empty());
}
 
void holdout_validation::init(unsigned run)
{
  Expects(env_.validation_percentage.has_value());
  Expects(*env_.validation_percentage < 100);
  Expects(!training_.empty());
 
  if (*env_.validation_percentage == 0)
  {
    vitaWARNING << "Holdout with 0% validation is unusual";
  }
 
  if (run > 0)  // datasets are set up only one time (at run `0`)
    return;
 
  assert(validation_.empty());
 
  const auto perc(*env_.validation_percentage);
  const auto available(training_.size());
  const auto skip(std::max<decltype(available)>(
                    available * (100 - perc) / 100, 1));
  assert(skip <= available);
 
  // Reservoir sampling via Fisher-Yates shuffling algorithm.
  for (std::size_t i(available - 1); i >= skip; --i)
  {
    auto curr(std::next(training_.begin(), i));
    auto rand(std::next(training_.begin(), random::sup(i + 1)));
 
    std::iter_swap(curr, rand);
  }
 
  const auto from(std::next(training_.begin(), skip));
  std::copy(from, training_.end(), std::back_inserter(validation_));
  training_.erase(from, training_.end());
 
  Ensures(!training_.empty());
  Ensures(training_.size() == skip);
  Ensures(training_.size() + validation_.size() == available);
}
 
}  // namespace vita