Cross validation for MNIST dataset with pytorch and sklearn
I am new to pytorch and are trying to implement a feed forward neural network to classify the mnist data set. I have some problems when trying to use cross-validation. My data has the following shapes:
 x_train:
torch.Size([45000, 784]) and
y_train: torch.Size([45000]) 

I tried to use KFold from sklearn.

kfold =KFold(n_splits=10)

Here is the first part of my train method where I'm dividing the data into folds:

for  train_index, test_index in kfold.split(x_train, y_train): 
        x_train_fold = x_train[train_index]
        x_test_fold = x_test[test_index]
        y_train_fold = y_train[train_index]
        y_test_fold = y_test[test_index]
        print(x_train_fold.shape)
        for epoch in range(epochs):
         ...


The indices for the y_train_fold variable is right, it's simply:
[   0    1    2 ... 4497 4498 4499], but it's not for x_train_fold, which is [ 4500  4501  4502 ... 44997 44998 44999]. And the same goes for the test folds.

For the first iteration I want the varibale x_train_fold to be the first 4500 pictures, in other words to have the shape torch.Size([4500, 784]), but it has the shape torch.Size([40500, 784])

Any tips on how to get this right?

I think you're confused!

Ignore the second dimension for a while, When you've 45000 points, and you use 10 fold cross-validation, what's the size of each fold? 45000/10 i.e. 4500. 

It means that each of your fold will contain 4500 data points, and one of those fold will be used for testing, and the remaining for training i.e.


  For testing: one fold => 4500 data points => size: 4500
  For training: remaining folds => 45000-4500 data points => size: 45000-4500=40500


Thus, for first iteration, the first 4500 data points (corresponding to indices) will be used for testing and the rest for training. (Check below image)

Given your data is x_train: torch.Size([45000, 784]) and y_train: torch.Size([45000]), this is how your code should look like:

for train_index, test_index in kfold.split(x_train, y_train):  
    print(train_index, test_index)

    x_train_fold = x_train[train_index] 
    y_train_fold = y_train[train_index] 
    x_test_fold = x_train[test_index] 
    y_test_fold = y_train[test_index] 

    print(x_train_fold.shape, y_train_fold.shape) 
    print(x_test_fold.shape, y_test_fold.shape) 
    break 

[ 4500  4501  4502 ... 44997 44998 44999] [   0    1    2 ... 4497 4498 4499]
torch.Size([40500, 784]) torch.Size([40500])
torch.Size([4500, 784]) torch.Size([4500])


So, when you say 


  I want the variable x_train_fold to be the first 4500 picture... shape torch.Size([4500, 784]).


you're wrong. this size corresonds to x_test_fold. In the first iteration, based on 10 folds, x_train_fold will have 40500 points, thus its size is supposed to be torch.Size([40500, 784]).


