sklearn Kfold acces single fold instead of for loop

Question

After using cross_validation.KFold(n, n_folds=folds) I would like to access the indexes for training and testing of single fold, instead of going through all the folds.

So let's take the example code:

from sklearn import cross_validation
X = np.array([[1, 2], [3, 4], [1, 2], [3, 4]])
y = np.array([1, 2, 3, 4])
kf = cross_validation.KFold(4, n_folds=2)

>>> print(kf)  
sklearn.cross_validation.KFold(n=4, n_folds=2, shuffle=False,
                           random_state=None)
>>> for train_index, test_index in kf:

I would like to access the first fold in kf like this (instead of for loop):

train_index, test_index in kf[0]

This should return just the first fold, but instead I get the error: "TypeError: 'KFold' object does not support indexing"

What I want as output:

>>> train_index, test_index in kf[0]
>>> print("TRAIN:", train_index, "TEST:", test_index)
TRAIN: [2 3] TEST: [0 1]

Link: http://scikit-learn.org/stable/modules/generated/sklearn.cross_validation.KFold.html

Question

How do I retrieve the indexes for train and test for only a single fold, without going through the whole for loop?

Answer 1

You are on the right track. All you need to do now is:

kf = cross_validation.KFold(4, n_folds=2)
mylist = list(kf)
train, test = mylist[0]

kf is actually a generator, which doesn't compute the train-test split until it is needed. This improves memory usage, as you are not storing items you don't need. Making a list of the KFold object forces it to make all values available.

Here are two great SO question that explain what generators are: one and two

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Edit Nov 2018

The API has changed since sklearn 0.20. An updated example (for py3.6):

from sklearn.model_selection import KFold
import numpy as np

kf = KFold(n_splits=4)

X = np.array([[1, 2], [3, 4], [1, 2], [3, 4]])


X_train, X_test = next(kf.split(X))

In [12]: X_train
Out[12]: array([2, 3])

In [13]: X_test
Out[13]: array([0, 1])