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time boost in folds generation #42

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time boost in folds generation #42

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time boost in folds generation
aldder Feb 1, 2022
f85b8ff
pep8
aldder Feb 1, 2022
177ae3d
pep8
aldder Feb 1, 2022
f5c38b3
fix https://github.com/WenjieZ/TSCV/pull/42#discussion_r799256782
aldder Feb 4, 2022
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15 changes: 10 additions & 5 deletions tscv/_split.py
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Original file line number Diff line number Diff line change
Expand Up @@ -163,12 +163,17 @@ def __complement_masks(self, masks):

def __complement_indices(self, indices, n_samples):
before, after = self.gap_before, self.gap_after
allindices = np.arange(n_samples)
for index in indices:
complement = np.arange(n_samples)
for i in index:
begin = max(i - before, 0)
end = min(i + after + 1, n_samples)
complement = np.setdiff1d(complement, np.arange(begin, end))
# split index in subarrays of contiguous elements
subindexes = np.split(index, np.where(np.diff(index) != 1)[0] + 1)
complement = allindices
# find complement on arrays of contiguous elements
for subindex in subindexes:
begin = max(0, subindex[0] - before)
end = min(subindex[-1] + after + 1, n_samples)
complement = np.intersect1d(complement,
np.setdiff1d(allindices, allindices[begin:end]))
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You can simplify this line by using the fact $A \cap B^C = A \setminus B$.

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Hi @WenjieZ , I'm sorry, I didn't get it, can you reformulate your statement?

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complement = np.setdiff1d(complement, allindices[begin:end])

math

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Ok, right! fixed!
Thank you

yield complement

@abstractmethod
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