Scikit-learn balanced subsampling

Question

I\'m trying to create N balanced random subsamples of my large unbalanced dataset. Is there a way to do this simply with scikit-learn / pandas or do I have to implement it m

Answer 1

A short, pythonic solution to balance a pandas DataFrame either by subsampling (uspl=True) or oversampling (uspl=False), balanced by a specified column in that dataframe that has two or more values.

For uspl=True, this code will take a random sample without replacement of size equal to the smallest stratum from all strata. For uspl=False, this code will take a random sample with replacement of size equal to the largest stratum from all strata.

def balanced_spl_by(df, lblcol, uspl=True):
    datas_l = [ df[df[lblcol]==l].copy() for l in list(set(df[lblcol].values)) ]
    lsz = [f.shape[0] for f in datas_l ]
    return pd.concat([f.sample(n = (min(lsz) if uspl else max(lsz)), replace = (not uspl)).copy() for f in datas_l ], axis=0 ).sample(frac=1) 

This will only work with a Pandas DataFrame, but that seems to be a common application, and restricting it to Pandas DataFrames significantly shortens the code as far as I can tell.

Answer 2

Here is a version of the above code that works for multiclass groups (in my tested case group 0, 1, 2, 3, 4)

import numpy as np
def balanced_sample_maker(X, y, sample_size, random_seed=None):
    """ return a balanced data set by sampling all classes with sample_size 
        current version is developed on assumption that the positive
        class is the minority.

    Parameters:
    ===========
    X: {numpy.ndarrray}
    y: {numpy.ndarray}
    """
    uniq_levels = np.unique(y)
    uniq_counts = {level: sum(y == level) for level in uniq_levels}

    if not random_seed is None:
        np.random.seed(random_seed)

    # find observation index of each class levels
    groupby_levels = {}
    for ii, level in enumerate(uniq_levels):
        obs_idx = [idx for idx, val in enumerate(y) if val == level]
        groupby_levels[level] = obs_idx
    # oversampling on observations of each label
    balanced_copy_idx = []
    for gb_level, gb_idx in groupby_levels.iteritems():
        over_sample_idx = np.random.choice(gb_idx, size=sample_size, replace=True).tolist()
        balanced_copy_idx+=over_sample_idx
    np.random.shuffle(balanced_copy_idx)

    return (X[balanced_copy_idx, :], y[balanced_copy_idx], balanced_copy_idx)

This also returns the indices so they can be used for other datasets and to keep track of how frequently each data set was used (helpful for training)

Answer 3

Here is my first version that seems to be working fine, feel free to copy or make suggestions on how it could be more efficient (I have quite a long experience with programming in general but not that long with python or numpy)

This function creates single random balanced subsample.

edit: The subsample size now samples down minority classes, this should probably be changed.

def balanced_subsample(x,y,subsample_size=1.0):

    class_xs = []
    min_elems = None

    for yi in np.unique(y):
        elems = x[(y == yi)]
        class_xs.append((yi, elems))
        if min_elems == None or elems.shape[0] < min_elems:
            min_elems = elems.shape[0]

    use_elems = min_elems
    if subsample_size < 1:
        use_elems = int(min_elems*subsample_size)

    xs = []
    ys = []

    for ci,this_xs in class_xs:
        if len(this_xs) > use_elems:
            np.random.shuffle(this_xs)

        x_ = this_xs[:use_elems]
        y_ = np.empty(use_elems)
        y_.fill(ci)

        xs.append(x_)
        ys.append(y_)

    xs = np.concatenate(xs)
    ys = np.concatenate(ys)

    return xs,ys

For anyone trying to make the above work with a Pandas DataFrame, you need to make a couple of changes:

1. Replace the np.random.shuffle line with

   this_xs = this_xs.reindex(np.random.permutation(this_xs.index))

2. Replace the np.concatenate lines with

   xs = pd.concat(xs) ys = pd.Series(data=np.concatenate(ys),name='target')

Answer 4

A version for pandas Series:

import numpy as np

def balanced_subsample(y, size=None):

    subsample = []

    if size is None:
        n_smp = y.value_counts().min()
    else:
        n_smp = int(size / len(y.value_counts().index))

    for label in y.value_counts().index:
        samples = y[y == label].index.values
        index_range = range(samples.shape[0])
        indexes = np.random.choice(index_range, size=n_smp, replace=False)
        subsample += samples[indexes].tolist()

    return subsample

Answer 5

A slight modification to the top answer by mikkom.

If you want to preserve ordering of the larger class data, ie. you don't want to shuffle.

Instead of

    if len(this_xs) > use_elems:
        np.random.shuffle(this_xs)

do this

        if len(this_xs) > use_elems:
            ratio = len(this_xs) / use_elems
            this_xs = this_xs[::ratio]

Answer 6

My subsampler version, hope this helps

def subsample_indices(y, size):
    indices = {}
    target_values = set(y_train)
    for t in target_values:
        indices[t] = [i for i in range(len(y)) if y[i] == t]
    min_len = min(size, min([len(indices[t]) for t in indices]))
    for t in indices:
        if len(indices[t]) > min_len:
            indices[t] = random.sample(indices[t], min_len)
    return indices

x = [1, 1, 1, 1, 1, -1, -1, -1, -1, -1, 1, 1, 1, -1]
j = subsample_indices(x, 2)
print j
print [x[t] for t in j[-1]]
print [x[t] for t in j[1]]