.. DO NOT EDIT.
.. THIS FILE WAS AUTOMATICALLY GENERATED BY SPHINX-GALLERY.
.. TO MAKE CHANGES, EDIT THE SOURCE PYTHON FILE:
.. "auto_gallery/3-advanced-features/plot_cross_validation.py"
.. LINE NUMBERS ARE GIVEN BELOW.

.. only:: html

    .. note::
        :class: sphx-glr-download-link-note

        :ref:`Go to the end <sphx_glr_download_auto_gallery_3-advanced-features_plot_cross_validation.py>`
        to download the full example code

.. rst-class:: sphx-glr-example-title

.. _sphx_glr_auto_gallery_3-advanced-features_plot_cross_validation.py:


Cross-Validation Division
=========================

.. GENERATED FROM PYTHON SOURCE LINES 7-18

User-specified cross validation division
----------------------------------------
Sometimes, especially when running a test, we would like to fix the train and valid data used in cross validation,
instead of choosing them randomly.
One simple method is to fix a random seed, such as ``numpy.random.seed()``.
But in some cases, we would also like to specify which samples would be in the same "fold", which has great flexibility.

In our program, an additional argument ``cv_fold_id`` is for this user-specified cross validation division.
An integer ``numpy`` array with the same size of input samples can be given,
and those with same integer would be assigned to the same "fold" in
K-fold CV.

.. GENERATED FROM PYTHON SOURCE LINES 18-38

.. code-block:: Python


    import numpy as np
    from abess.datasets import make_glm_data
    from abess.linear import LinearRegression
    n = 100
    p = 1000
    k = 3
    np.random.seed(2)

    data = make_glm_data(n=n, p=p, k=k, family='gaussian')

    # cv_fold_id has a size of `n`
    # cv_fold_id has `cv` different integers
    cv_fold_id = [1 for i in range(30)] + \
        [2 for i in range(30)] + [3 for i in range(40)]

    model = LinearRegression(support_size=range(0, 5), cv=3)
    model.fit(data.x, data.y, cv_fold_id=cv_fold_id)
    print('fitted coefficients\' indexes:', np.nonzero(model.coef_)[0])





.. rst-class:: sphx-glr-script-out

 .. code-block:: none

    fitted coefficients' indexes: [243 295 659]




.. GENERATED FROM PYTHON SOURCE LINES 39-42

The ``abess`` R package also supports user-defined cross-validation division.
For R tutorial, please view https://abess-team.github.io/abess/articles/v07-advancedFeatures.html.



.. rst-class:: sphx-glr-timing

   **Total running time of the script:** (0 minutes 0.603 seconds)


.. _sphx_glr_download_auto_gallery_3-advanced-features_plot_cross_validation.py:

.. only:: html

  .. container:: sphx-glr-footer sphx-glr-footer-example

    .. container:: sphx-glr-download sphx-glr-download-jupyter

      :download:`Download Jupyter notebook: plot_cross_validation.ipynb <plot_cross_validation.ipynb>`

    .. container:: sphx-glr-download sphx-glr-download-python

      :download:`Download Python source code: plot_cross_validation.py <plot_cross_validation.py>`


.. only:: html

 .. rst-class:: sphx-glr-signature

    `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.github.io>`_