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Consistently use the test sets as reference for gap_before and gap_after #45

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Consistently use the test sets as reference for gap_before and gap_after #45

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35d12b4
switch gap_before and gap_after for _iter_complement_mask
WenjieZ Feb 5, 2022
fb26eda
Merge branch 'master' into complement_mask
WenjieZ Feb 11, 2022
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13 changes: 12 additions & 1 deletion tscv/_split.py
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Original file line number Diff line number Diff line change
Expand Up @@ -69,6 +69,14 @@ class GapCrossValidator(metaclass=ABCMeta):
Implementations must define one of the following 4 methods:
`_iter_train_indices`, `_iter_train_masks`,
`_iter_test_indices`, `_iter_test_masks`.

Parameters
----------
gap_before : int, default=0
Gap before the test sets.

gap_after : int, default=0
Gap after the test sets.
"""

def __init__(self, gap_before=0, gap_after=0):
Expand Down Expand Up @@ -106,6 +114,8 @@ def split(self, X, y=None, groups=None):

# Since subclasses implement any of the following 4 methods,
# none can be abstract.
# _iter_train_indices <- _iter_test_indices <-
# _iter_test_masks <- _iter_train_masks <- _iter_train_indices
def _iter_train_indices(self, X=None, y=None, groups=None):
"""Generates integer indices corresponding to training sets.

Expand Down Expand Up @@ -151,7 +161,8 @@ def __indices_to_masks(indices, n_samples):
yield mask

def __complement_masks(self, masks):
before, after = self.gap_before, self.gap_after
# switch gap_before and gap_after because of different viewpoints
before, after = self.gap_after, self.gap_before
for mask in masks:
complement = np.ones(len(mask), dtype=np.bool_)
for i, masked in enumerate(mask):
Expand Down
12 changes: 6 additions & 6 deletions tscv/tests/test_split.py
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Expand Up @@ -61,8 +61,8 @@ def _iter_train_indices(self, X=None, y=None, groups=None):
masks = cv._GapCrossValidator__complement_masks(
[[False, True, True, True, False, False],
[False, False, False, False, False, True]])
assert_array_equal(next(masks), [True, False, False, False, False, False])
assert_array_equal(next(masks), [True, True, True, True, True, False])
assert_array_equal(next(masks), [False, False, False, False, True, True])
assert_array_equal(next(masks), [True, True, True, False, False, False])

indices = cv._GapCrossValidator__complement_indices([[1, 2, 3], [5]], 7)
assert_array_equal(next(indices), [0, 6])
Expand All @@ -73,12 +73,12 @@ def _iter_train_indices(self, X=None, y=None, groups=None):
assert_array_equal(next(masks), [False, False, True, False, True])

masks = cv._iter_test_masks("abcde")
assert_array_equal(next(masks), [True, False, False, False, False])
assert_array_equal(next(masks), [True, True, False, False, False])
assert_array_equal(next(masks), [False, False, False, False, True])
assert_array_equal(next(masks), [False, False, False, False, False])

indices = cv._iter_test_indices("abcde")
assert_array_equal(next(indices), [0])
assert_array_equal(next(indices), [0, 1])
assert_array_equal(next(indices), [4])
assert_array_equal(next(indices), [])

# Another dummy subclass
class test2CV(GapCrossValidator):
Expand Down