API: modeling.cross_validation

skyulf.modeling.cross_validation

Cross-validation logic for V2 modeling.

perform_cross_validation(calculator, applier, X, y, config, n_folds=5, cv_type='k_fold', shuffle=True, random_state=42, progress_callback=None, log_callback=None)

Performs K-Fold cross-validation.

Parameters:

Name	Type	Description	Default
calculator	BaseModelCalculator	The model calculator (fit logic).	required
applier	BaseModelApplier	The model applier (predict logic).	required
X	Union[DataFrame, SkyulfDataFrame]	Features.	required
y	Union[Series, Any]	Target.	required
config	Dict[str, Any]	Model configuration.	required
n_folds	int	Number of folds.	5
cv_type	str	Type of CV.	'k_fold'
shuffle	bool	Whether to shuffle data before splitting (for KFold/Stratified).	True
random_state	int	Random seed for shuffling.	42
progress_callback	Optional[Callable[[int, int], None]]	Optional callback(current_fold, total_folds).	None
log_callback	Optional[Callable[[str], None]]	Optional callback for logging messages.	None

Returns:

Type	Description
Dict[str, Any]	Dict containing aggregated metrics and per-fold details.

Source code in skyulf-core\skyulf\modeling\cross_validation.py

def perform_cross_validation(
    calculator: BaseModelCalculator,
    applier: BaseModelApplier,
    X: Union[pd.DataFrame, SkyulfDataFrame],
    y: Union[pd.Series, Any],
    config: Dict[str, Any],
    n_folds: int = 5,
    cv_type: str = "k_fold",  # k_fold, stratified_k_fold, time_series_split, shuffle_split
    shuffle: bool = True,
    random_state: int = 42,
    progress_callback: Optional[Callable[[int, int], None]] = None,
    log_callback: Optional[Callable[[str], None]] = None,
) -> Dict[str, Any]:
    """
    Performs K-Fold cross-validation.

    Args:
        calculator: The model calculator (fit logic).
        applier: The model applier (predict logic).
        X: Features.
        y: Target.
        config: Model configuration.
        n_folds: Number of folds.
        cv_type: Type of CV.
        shuffle: Whether to shuffle data before splitting (for KFold/Stratified).
        random_state: Random seed for shuffling.
        progress_callback: Optional callback(current_fold, total_folds).
        log_callback: Optional callback for logging messages.

    Returns:
        Dict containing aggregated metrics and per-fold details.
    """

    problem_type = calculator.problem_type

    if log_callback:
        log_callback(f"Starting Cross-Validation (Folds: {n_folds}, Type: {cv_type})")

    # 1. Setup Splitter
    if cv_type == "time_series_split":
        splitter = TimeSeriesSplit(n_splits=n_folds)
    elif cv_type == "shuffle_split":
        splitter = ShuffleSplit(
            n_splits=n_folds, test_size=0.2, random_state=random_state
        )
    elif cv_type == "stratified_k_fold" and problem_type == "classification":
        splitter = StratifiedKFold(
            n_splits=n_folds,
            shuffle=shuffle,
            random_state=random_state if shuffle else None,
        )
    else:
        # Default to KFold
        splitter = KFold(
            n_splits=n_folds,
            shuffle=shuffle,
            random_state=random_state if shuffle else None,
        )

    fold_results = []

    # Ensure numpy for splitting using the Bridge
    X_arr, y_arr = SklearnBridge.to_sklearn((X, y))

    # 2. Iterate Folds
    for fold_idx, (train_idx, val_idx) in enumerate(splitter.split(X_arr, y_arr)):
        if progress_callback:
            progress_callback(fold_idx + 1, n_folds)

        if log_callback:
            log_callback(f"Processing Fold {fold_idx + 1}/{n_folds}...")

        # Split Data
        # We slice the original X/y to preserve their type (Pandas/Polars) for the calculator
        # Polars supports slicing with numpy arrays via __getitem__
        # Pandas supports slicing via iloc

        if hasattr(X, "iloc"):
            X_train_fold = X.iloc[train_idx]
            X_val_fold = X.iloc[val_idx]
        else:
            # Polars or other
            X_train_fold = X[train_idx]
            X_val_fold = X[val_idx]

        if hasattr(y, "iloc"):
            y_train_fold = y.iloc[train_idx]
            y_val_fold = y.iloc[val_idx]
        else:
            # Polars Series or numpy array
            y_train_fold = y[train_idx]
            y_val_fold = y[val_idx]

        # Fit
        model_artifact = calculator.fit(X_train_fold, y_train_fold, config)

        # Evaluate
        if problem_type == "classification":
            metrics = calculate_classification_metrics(
                model_artifact, X_val_fold, y_val_fold
            )
        else:
            metrics = calculate_regression_metrics(
                model_artifact, X_val_fold, y_val_fold
            )

        if log_callback:
            # Log a key metric for the fold
            key_metric = "accuracy" if problem_type == "classification" else "r2"
            score = metrics.get(key_metric, 0.0)
            log_callback(f"Fold {fold_idx + 1} completed. {key_metric}: {score:.4f}")

        fold_results.append(
            {
                "fold": fold_idx + 1,
                "metrics": sanitize_metrics(metrics),
                # We could store predictions here if needed, but might be too heavy
            }
        )

    # 3. Aggregate
    fold_metrics = [cast(Dict[str, float], r["metrics"]) for r in fold_results]
    aggregated = _aggregate_metrics(fold_metrics)

    if log_callback:
        log_callback(f"Cross-Validation Completed. Aggregated Metrics: {aggregated}")

    return {
        "aggregated_metrics": aggregated,
        "folds": fold_results,
        "cv_config": {
            "n_folds": n_folds,
            "cv_type": cv_type,
            "shuffle": shuffle,
            "random_state": random_state,
        },
    }