Generate k fold Cross validation sets F#

Question

I would like to know how to generate k fold cross validation sets. I would like to know if it can be done through a higher order function such as fold, avoiding recursion. From a matrix or array, generate 3 subsets (same size) randomly. Any ideas ??

         val matrizz : Matrix<float> =
           DenseMatrix 6x5-Double
         5,1  3,5  1,4  0,2  -1
         4,9    3  1,4  0,2  -1
         4,7  3,2  1,3  0,2  -1
         4,6  3,1  1,5  0,2  -1
         5    3,6  1,4  0,2  -1
         5,4  3,9  1,7  0,4  -1 

Answer 1

I agree that your question is vague, so I'm taking my best guess here. It's not a particularly nice or efficient solution, but it might get you started.

let chooseBut (array: 'a[][]) index =
    [| for i=0 to (array.Length - 1) do if i <> index then yield array.[i] |]
    |> Array.concat

let kfoldSplit k (input: 'a[]) =
    let partition = Array.chunkBySize (input.Length/k) input
    [ 0..k-1 ]
    |> List.map (chooseBut partition)

[| 1..50 |]
|> kfoldSplit 5

Note that this might not produce the expected result for an input array such as [|1..52|].

Edit: A version without list comprehension

let chooseBut array index =
    array
    |> Array.mapi (fun i v -> if i <> index then (Some v) else None)
    |> Array.choose id
    |> Array.concat

Also, to get random partiontions you can do

let partition = Array.chunkBySize 5 [| 1..50 |]
partition.SelectPermutation()