/**
* Sample rows from a frame. Can be unlucky for small sampling fractions - will continue calling
* itself until at least 1 row is returned.
*
* @param fr Input frame
* @param rows Approximate number of rows to sample (across all chunks)
* @param seed Seed for RNG
* @return Sampled frame
*/
public static Frame sampleFrame(Frame fr, final long rows, final long seed) {
if (fr == null) return null;
final float fraction = rows > 0 ? (float) rows / fr.numRows() : 1.f;
if (fraction >= 1.f) return fr;
Frame r =
new MRTask2() {
@Override
public void map(Chunk[] cs, NewChunk[] ncs) {
final Random rng = getDeterRNG(seed + cs[0].cidx());
int count = 0;
for (int r = 0; r < cs[0]._len; r++)
if (rng.nextFloat() < fraction || (count == 0 && r == cs[0]._len - 1)) {
count++;
for (int i = 0; i < ncs.length; i++) {
ncs[i].addNum(cs[i].at0(r));
}
}
}
}.doAll(fr.numCols(), fr).outputFrame(fr.names(), fr.domains());
if (r.numRows() == 0) {
Log.warn(
"You asked for "
+ rows
+ " rows (out of "
+ fr.numRows()
+ "), but you got none (seed="
+ seed
+ ").");
Log.warn("Let's try again. You've gotta ask yourself a question: \"Do I feel lucky?\"");
return sampleFrame(fr, rows, seed + 1);
}
return r;
}
/**
* Global redistribution of a Frame (balancing of chunks), done by calling process (all-to-one +
* one-to-all)
*
* @param fr Input frame
* @param seed RNG seed
* @param shuffle whether to shuffle the data globally
* @return Shuffled frame
*/
public static Frame shuffleAndBalance(
final Frame fr, int splits, long seed, final boolean local, final boolean shuffle) {
if ((fr.vecs()[0].nChunks() < splits || shuffle) && fr.numRows() > splits) {
Vec[] vecs = fr.vecs().clone();
Log.info("Load balancing dataset, splitting it into up to " + splits + " chunks.");
long[] idx = null;
if (shuffle) {
idx = new long[splits];
for (int r = 0; r < idx.length; ++r) idx[r] = r;
Utils.shuffleArray(idx, seed);
}
Key keys[] = new Vec.VectorGroup().addVecs(vecs.length);
final long rows_per_new_chunk = (long) (Math.ceil((double) fr.numRows() / splits));
// loop over cols (same indexing for each column)
Futures fs = new Futures();
for (int col = 0; col < vecs.length; col++) {
AppendableVec vec = new AppendableVec(keys[col]);
// create outgoing chunks for this col
NewChunk[] outCkg = new NewChunk[splits];
for (int i = 0; i < splits; ++i) outCkg[i] = new NewChunk(vec, i);
// loop over all incoming chunks
for (int ckg = 0; ckg < vecs[col].nChunks(); ckg++) {
final Chunk inCkg = vecs[col].chunkForChunkIdx(ckg);
// loop over local rows of incoming chunks (fast path)
for (int row = 0; row < inCkg._len; ++row) {
int outCkgIdx =
(int) ((inCkg._start + row) / rows_per_new_chunk); // destination chunk idx
if (shuffle)
outCkgIdx = (int) (idx[outCkgIdx]); // shuffle: choose a different output chunk
assert (outCkgIdx >= 0 && outCkgIdx < splits);
outCkg[outCkgIdx].addNum(inCkg.at0(row));
}
}
for (int i = 0; i < outCkg.length; ++i) outCkg[i].close(i, fs);
Vec t = vec.close(fs);
t._domain = vecs[col]._domain;
vecs[col] = t;
}
fs.blockForPending();
Log.info("Load balancing done.");
return new Frame(fr.names(), vecs);
}
return fr;
}
// internal version with repeat counter
// currently hardcoded to do up to 10 tries to get a row from each class, which can be impossible
// for certain wrong sampling ratios
private static Frame sampleFrameStratified(
final Frame fr,
Vec label,
final float[] sampling_ratios,
final long seed,
final boolean debug,
int count) {
if (fr == null) return null;
assert (label.isEnum());
assert (sampling_ratios != null && sampling_ratios.length == label.domain().length);
final int labelidx = fr.find(label); // which column is the label?
assert (labelidx >= 0);
final boolean poisson = false; // beta feature
Frame r =
new MRTask2() {
@Override
public void map(Chunk[] cs, NewChunk[] ncs) {
final Random rng = getDeterRNG(seed + cs[0].cidx());
for (int r = 0; r < cs[0]._len; r++) {
if (cs[labelidx].isNA0(r)) continue; // skip missing labels
final int label = (int) cs[labelidx].at80(r);
assert (sampling_ratios.length > label && label >= 0);
int sampling_reps;
if (poisson) {
sampling_reps = Utils.getPoisson(sampling_ratios[label], rng);
} else {
final float remainder = sampling_ratios[label] - (int) sampling_ratios[label];
sampling_reps =
(int) sampling_ratios[label] + (rng.nextFloat() < remainder ? 1 : 0);
}
for (int i = 0; i < ncs.length; i++) {
for (int j = 0; j < sampling_reps; ++j) {
ncs[i].addNum(cs[i].at0(r));
}
}
}
}
}.doAll(fr.numCols(), fr).outputFrame(fr.names(), fr.domains());
// Confirm the validity of the distribution
long[] dist = new ClassDist(r.vecs()[labelidx]).doAll(r.vecs()[labelidx]).dist();
// if there are no training labels in the test set, then there is no point in sampling the test
// set
if (dist == null) return fr;
if (debug) {
long sumdist = Utils.sum(dist);
Log.info("After stratified sampling: " + sumdist + " rows.");
for (int i = 0; i < dist.length; ++i) {
Log.info(
"Class "
+ r.vecs()[labelidx].domain(i)
+ ": count: "
+ dist[i]
+ " sampling ratio: "
+ sampling_ratios[i]
+ " actual relative frequency: "
+ (float) dist[i] / sumdist * dist.length);
}
}
// Re-try if we didn't get at least one example from each class
if (Utils.minValue(dist) == 0 && count < 10) {
Log.info(
"Re-doing stratified sampling because not all classes were represented (unlucky draw).");
r.delete();
return sampleFrameStratified(fr, label, sampling_ratios, seed + 1, debug, ++count);
}
// shuffle intra-chunk
Frame shuffled = shuffleFramePerChunk(r, seed + 0x580FF13);
r.delete();
return shuffled;
}
/**
* Stratified sampling for classifiers
*
* @param fr Input frame
* @param label Label vector (must be enum)
* @param sampling_ratios Optional: array containing the requested sampling ratios per class (in
* order of domains), will be overwritten if it contains all 0s
* @param maxrows Maximum number of rows in the returned frame
* @param seed RNG seed for sampling
* @param allowOversampling Allow oversampling of minority classes
* @param verbose Whether to print verbose info
* @return Sampled frame, with approximately the same number of samples from each class (or given
* by the requested sampling ratios)
*/
public static Frame sampleFrameStratified(
final Frame fr,
Vec label,
float[] sampling_ratios,
long maxrows,
final long seed,
final boolean allowOversampling,
final boolean verbose) {
if (fr == null) return null;
assert (label.isEnum());
assert (maxrows >= label.domain().length);
long[] dist = new ClassDist(label).doAll(label).dist();
assert (dist.length > 0);
Log.info(
"Doing stratified sampling for data set containing "
+ fr.numRows()
+ " rows from "
+ dist.length
+ " classes. Oversampling: "
+ (allowOversampling ? "on" : "off"));
if (verbose) {
for (int i = 0; i < dist.length; ++i) {
Log.info(
"Class "
+ label.domain(i)
+ ": count: "
+ dist[i]
+ " prior: "
+ (float) dist[i] / fr.numRows());
}
}
// create sampling_ratios for class balance with max. maxrows rows (fill existing array if not
// null)
if (sampling_ratios == null
|| (Utils.minValue(sampling_ratios) == 0 && Utils.maxValue(sampling_ratios) == 0)) {
// compute sampling ratios to achieve class balance
if (sampling_ratios == null) {
sampling_ratios = new float[dist.length];
}
assert (sampling_ratios.length == dist.length);
for (int i = 0; i < dist.length; ++i) {
sampling_ratios[i] =
((float) fr.numRows() / label.domain().length) / dist[i]; // prior^-1 / num_classes
}
final float inv_scale =
Utils.minValue(
sampling_ratios); // majority class has lowest required oversampling factor to achieve
// balance
if (!Float.isNaN(inv_scale) && !Float.isInfinite(inv_scale))
Utils.div(
sampling_ratios,
inv_scale); // want sampling_ratio 1.0 for majority class (no downsampling)
}
if (!allowOversampling) {
for (int i = 0; i < sampling_ratios.length; ++i) {
sampling_ratios[i] = Math.min(1.0f, sampling_ratios[i]);
}
}
// given these sampling ratios, and the original class distribution, this is the expected number
// of resulting rows
float numrows = 0;
for (int i = 0; i < sampling_ratios.length; ++i) {
numrows += sampling_ratios[i] * dist[i];
}
final long actualnumrows = Math.min(maxrows, Math.round(numrows)); // cap #rows at maxrows
assert (actualnumrows
>= 0); // can have no matching rows in case of sparse data where we had to fill in a
// makeZero() vector
Log.info("Stratified sampling to a total of " + String.format("%,d", actualnumrows) + " rows.");
if (actualnumrows != numrows) {
Utils.mult(
sampling_ratios,
(float) actualnumrows
/ numrows); // adjust the sampling_ratios by the global rescaling factor
if (verbose)
Log.info(
"Downsampling majority class by "
+ (float) actualnumrows / numrows
+ " to limit number of rows to "
+ String.format("%,d", maxrows));
}
Log.info(
"Majority class ("
+ label.domain()[Utils.minIndex(sampling_ratios)].toString()
+ ") sampling ratio: "
+ Utils.minValue(sampling_ratios));
Log.info(
"Minority class ("
+ label.domain()[Utils.maxIndex(sampling_ratios)].toString()
+ ") sampling ratio: "
+ Utils.maxValue(sampling_ratios));
return sampleFrameStratified(fr, label, sampling_ratios, seed, verbose);
}
