Python sklearn KFold 生成交叉验证数据集

源起：

1.我要做交叉验证，需要每个训练集和测试集都保持相同的样本分布比例，直接用sklearn提供的KFold并不能满足这个需求。

2.将生成的交叉验证数据集保存成CSV文件，而不是直接用sklearn训练分类模型。

3.在编码过程中有一的误区需要注意：

这个sklearn官方给出的文档

>>> import numpy as np
>>> from sklearn.model_selection import KFold

>>> X = ["a", "b", "c", "d"]
>>> kf = KFold(n_splits=2)
>>> for train, test in kf.split(X):
...     print("%s %s" % (train, test))
[2 3] [0 1]
[0 1] [2 3]

我之前犯的一个错误是将train，test理解成原数据集分割成子数据集之后的子数据集索引。而实际上，它就是原始数据集本身的样本索引。

源码：

# -*- coding:utf-8 -*-
# 得到交叉验证数据集，保存成CSV文件
# 输入是一个包含正常恶意标签的完整数据集，在读数据的时候分开保存到datasetBenign，datasetMalicious
# 分别对两个数据集进行KFold，最后合并保存

from sklearn.model_selection import KFold
import csv

def writeInFile(benignKFTrain, benignKFTest, maliciousKFTrain, maliciousKFTest, i, datasetBenign, datasetMalicious):
    newTrainFilePath = "E:\\hadoopExperimentResult\\5KFold\\AllDataSetIIR10\\dataset\\ImbalancedAllTraffic-train-%s.csv" % i
    newTestFilePath = "E:\\hadoopExperimentResult\\5KFold\\AllDataSetIIR10\\dataset\\IImbalancedAllTraffic-test-%s.csv" % i
    newTrainFile = open(newTrainFilePath, "wb")# wb 为防止空行
    newTestFile = open(newTestFilePath, "wb")
    writerTrain = csv.writer(newTrainFile)
    writerTest = csv.writer(newTestFile)
    for index in benignKFTrain:
        writerTrain.writerow(datasetBenign[index])
    for index in benignKFTest:
        writerTest.writerow(datasetBenign[index])
    for index in maliciousKFTrain:
        writerTrain.writerow(datasetMalicious[index])
    for index in maliciousKFTest:
        writerTest.writerow(datasetMalicious[index])
    newTrainFile.close()
    newTestFile.close()


def getKFoldDataSet(datasetPath):
    # CSV读取文件
    # 开始从文件中读取全部的数据集
    datasetFile = file(datasetPath, 'rb')
    datasetBenign = []
    datasetMalicious = []
    readerDataset = csv.reader(datasetFile)
    for line in readerDataset:
        if len(line) > 1:
            curLine = []
            curLine.append(float(line[0]))
            curLine.append(float(line[1]))
            curLine.append(float(line[2]))
            curLine.append(float(line[3]))
            curLine.append(float(line[4]))
            curLine.append(float(line[5]))
            curLine.append(float(line[6]))
            curLine.append(line[7])
            if line[7] == "benign":
                datasetBenign.append(curLine)
            else:
                datasetMalicious.append(curLine)

    # 交叉验证分割数据集
    K = 5
    kf = KFold(n_splits=K)
    benignKFTrain = []; benignKFTest = []
    for train,test in kf.split(datasetBenign):
        benignKFTrain.append(train)
        benignKFTest.append(test)
    maliciousKFTrain=[]; maliciousKFTest=[]
    for train,test in kf.split(datasetMalicious):
        maliciousKFTrain.append(train)
        maliciousKFTest.append(test)
    for i in range(K):
        print "========================  "+ str(i)+ "  ========================"
        print benignKFTrain[i], benignKFTest[i]
        print maliciousKFTrain[i],maliciousKFTest[i]
        writeInFile(benignKFTrain[i], benignKFTest[i], maliciousKFTrain[i], maliciousKFTest[i], i, datasetBenign,
                    datasetMalicious)

    datasetFile.close()


if __name__ == "__main__":
    
    getKFoldDataSet(r"E:\hadoopExperimentResult\5KFold\AllDataSetIIR10\dataset\ImbalancedAllTraffic-10.csv")

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