Add leave-one-out CV as a synonym of k-fold CV

takuti · Apr 3, 2022 · 4cd0ced · 4cd0ced
1 parent 45025aa
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diff --git a/docs/src/evaluation.md b/docs/src/evaluation.md
@@ -8,6 +8,7 @@ Pages = ["evaluation.md"]
 
 ```@docs
 cross_validation
+leave_one_out
 ```
 
 ## Rating metrics

diff --git a/src/evaluation/cross_validation.jl b/src/evaluation/cross_validation.jl
@@ -1,4 +1,4 @@
-export cross_validation
+export cross_validation, leave_one_out
 
 """
     cross_validation(
@@ -114,3 +114,32 @@ function cross_validation(n_folds::Integer, metric::Type{<:AccuracyMetric}, reco
 
     accum / n_folds
 end
+
+"""
+    leave_one_out(
+        metric::Type{<:RankingMetric},
+        topk::Integer,
+        recommender_type::Type{<:Recommender},
+        data::DataAccessor,
+        recommender_args...
+    )
+
+Conduct leave-one-out cross validation (LOOCV) for a combination of recommender `recommender_type` and accuracy metric `metric`. A recommender is initialized with `recommender_args` and runs top-`k` recommendation.
+"""
+function leave_one_out(metric::Type{<:RankingMetric}, topk::Integer, recommender_type::Type{<:Recommender}, data::DataAccessor, recommender_args...)
+    cross_validation(length(data.events), metric, topk, recommender_type, data, recommender_args...)
+end
+
+"""
+    leave_one_out(
+        metric::Type{<:AccuracyMetric},
+        recommender_type::Type{<:Recommender},
+        data::DataAccessor,
+        recommender_args...
+    )
+
+Conduct leave-one-out cross validation (LOOCV) for a combination of recommender `recommender_type` and accuracy metric `metric`. A recommender is initialized with `recommender_args`.
+"""
+function leave_one_out(metric::Type{<:AccuracyMetric}, recommender_type::Type{<:Recommender}, data::DataAccessor, recommender_args...)
+    cross_validation(length(data.events), metric, recommender_type, data, recommender_args...)
+end
diff --git a/test/evaluation/test_cross_validation.jl b/test/evaluation/test_cross_validation.jl
@@ -28,6 +28,7 @@ function test_cross_validation_accuracy(v)
     # leave-one-out cross validation with MF(data, 2)
     n_samples = length(data.events)
     @test 0.0 < cross_validation(n_samples, MAE, MF, data, 2) <= 2.5
+    @test 0.0 < leave_one_out(MAE, MF, data, 2) <= 2.5
 end
 
 function test_cross_validation_ranking(v)
@@ -60,6 +61,7 @@ function test_cross_validation_ranking(v)
     # leave-one-out cross validation with MF(data, 2)
     n_samples = length(data.events)
     @test 0.0 <= cross_validation(n_samples, Recall, k, MF, data, 2) <= 1.0
+    @test 0.0 <= leave_one_out(Recall, k, MF, data, 2) <= 1.0
 end
 
 println("-- Testing cross validation with accuracy metrics")