1 ! Copyright (C) 2012 Doug Coleman.
2 ! See https://factorcode.org/license.txt for BSD license.
3 USING: arrays assocs kernel math math.functions math.statistics
4 random sequences sorting ;
5 IN: machine-learning.rebalancing
7 ERROR: probability-sum-not-one seq ;
9 : check-probabilities ( seq -- seq )
10 dup sum 1.0 .00000000001 ~ [ probability-sum-not-one ] unless ;
12 : equal-probabilities ( n -- array )
13 dup recip <array> ; inline
15 MEMO: probabilities-seq ( seq -- seq' )
16 check-probabilities [ >float ] map cum-sum ;
18 : probabilities-quot ( seq -- quot )
20 '[ _ random-unit '[ _ > ] find drop ] ; inline
22 : stratified-sample ( stratified-sequences probability-sequence -- elt )
23 probabilities-quot call swap nth random ; inline
25 : stratified-samples ( stratified-sequences probability-sequence n -- elt )
26 [ '[ _ _ stratified-sample ] ] dip swap replicate ;
28 : equal-stratified-sample ( stratified-sequences -- elt )
29 random random ; inline
31 : collect-indices ( seq -- indices )
32 H{ } clone [ '[ swap _ push-at ] each-index ] keep ;
34 : balance-labels ( X y n -- X' y' )
38 _ _ _ equal-stratified-sample
39 '[ _ swap nth ] bi@ 2array
41 ] dip swap replicate [ keys ] [ values ] bi ;
43 : skew-labels ( X y probs n -- X' y' )
45 [ dup collect-indices sort-keys values ] dip
47 _ _ _ _ stratified-sample
48 '[ _ swap nth ] bi@ 2array
50 ] dip swap replicate [ keys ] [ values ] bi ;