R语言中常用的抽样函数

简单随机抽样

简单随机抽样分为有放回抽样和无放回抽样，这两种形式都可以通过base包中的sample()函数实现。

sample(x, size, replace = FALSE, prob =NULL)

x: 带抽取对象，若为整数则表示从1-n的整数中抽取，特别注意如果x为数据库抽取的是列而非行
size: 想要抽取的样本数量
replace: 是否为有放回，默认为FALSE，即无放回
prob: 设置个抽取样本的抽样概率，默认为无取值，即等概率抽样

实例：

sample(x=6,size=3,replace = F, prob=c(0.1,0.2,0.3,0.2,0.1,0.1))
# [1] 2 3 6

分层抽样

分层抽样可以通过sampling包中的strata()函数实现。

strata(data, stratanames=NULL, size, method=c("srswor","srswr","poisson","systematic"),pik,description=FALSE)

data: 带抽样数据
stratanames: 进行分层所依据的变量名称
size: 各层中要抽出的观测样本数
method: 选择4中抽样方法，分别为无放回、有放回、泊松、系统抽样，默认为srswor
pik: 设置各层中样本的抽样概率
description: 选择是否输出含有各层基本信息的结果

注意每一层都是无放回抽样。

library(sampling)
df=data.frame(x=c(1,2,2,3,3,4),api=c('index','index','logout','show','show','index'))

sub2=strata(df, stratanames = 'x',size=c(1,2,1,1), method='srswor',description=T)
# Stratum 1 
# 
# Population total and number of selected units: 1 1 
# Stratum 2 
# 
# Population total and number of selected units: 2 2 
# Stratum 3 
# 
# Population total and number of selected units: 2 1 
# Stratum 4 
# 
# Population total and number of selected units: 1 1 
# Number of strata  4 
# Total number of selected units 5 
sub2
# x ID_unit Prob Stratum
# 1 1       1  1.0       1
# 2 2       2  1.0       2
# 3 2       3  1.0       2
# 4 3       4  0.5       3
# 6 4       6  1.0       4

整群抽样

cluster(data, clustername, size,method=c("srswor","srswr","poisson","systematic"),pik,description=FALSE)

data: 带抽样数据
clustername: 用来划分群的变量名称
size：需要抽取的群数
method: 选择4中抽样方法，分别为无放回、有放回、泊松、系统抽样，默认为srswor
pik: 设置各层中样本的抽样概率
description: 选择是否输出含有各层基本信息的结果

实例：

library(sampling)
df=data.frame(x=c(1,2,2,3,3,4),api=c('index','index','logout','show','show','index'))

sub3=cluster(df, clustername = 'x',size=2, method='srswor',description=T)
# Number of selected clusters: 2 
# Number of units in the population and number of selected units: 6 3 
sub3
# x ID_unit Prob
# 1 1       1  0.5
# 2 3       4  0.5
# 3 3       5  0.5

.

训练集与测试集的分割

训练集和测试集的分割在模型训练中经常使用，因此怎样用高效的代码实现很重要。

R语言实现：

df=data.frame(x=1:10,y=paste0('n',1:10))
train_ind=sample(x=nrow(df),size=7,replace = F)
train_set=df[train_ind,]
train_set
# x   y
# 9   9  n9
# 5   5  n5
# 3   3  n3
# 7   7  n7
# 10 10 n10
# 8   8  n8
# 4   4  n4
test_set=df[-train_ind,]
test_set
# x  y
# 1 1 n1
# 2 2 n2
# 6 6 n6

python语言实现：
python语言中没有像R这么方便的索引方式，但是提供了sklearn包中的分割函数。

基础代码的实现

import pandas as pd
import numpy as np
y=["".join(('n',str(_))) for _ in range(1,11)]
df=pd.DataFrame({'x':range(1,11),'y':y})
train_ind=np.random.choice(range(10),size=7,replace=False)
test_ind=np.array(list(set(range(10))-set(train_ind)))
train_set=df.iloc[train_ind,]
#     x    y
# 3   4   n4
# 4   5   n5
# 0   1   n1
# 8   9   n9
# 9  10  n10
# 5   6   n6
# 6   7   n7
test_set=df.iloc[test_ind,]
#    x   y
# 1  2  n2
# 2  3  n3
# 7  8  n8

sklearn包的实现

from sklearn.cross_validation import train_test_split
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size, random_state)

test_size 为测试集占比，如果为整数就代表样本的数量
random_state 为随机数种子

x=range(1,11)
y=["".join(('n',str(_))) for _ in range(1,11)]
X_train, X_test, y_train, y_test = train_test_split(x,y, test_size=0.3, random_state=10)
X_train
# [10, 2, 7, 8, 4, 1, 6]
X_test
# [3, 9, 5]
y_train
# ['n10', 'n2', 'n7', 'n8', 'n4', 'n1', 'n6']
y_test
['n3', 'n9', 'n5']

参考来源：

1.sklearn官网https://scikit-learn.org/stable/modules/generated/sklearn.model_selection.train_test_split.html#sklearn.model_selection.train_test_split

2.https://blog.csdn.net/u014460433/article/details/52756752