Selecting Random Windows from Multidimensional Numpy Array Rows

Question

I have a large array where each row is a time series and thus needs to stay in order.

I want to select a random window of a given size for each row.

Example

Answer 1

In the return statement, change the slicing to advanced indexing, also you need to fix the sampling code a little bit:

def select_random_windows(arr, window_size):
    offsets = np.random.randint(0, arr.shape[1]-window_size+1, size=arr.shape[0])
    return arr[np.arange(arr.shape[0])[:,None], offsets[:,None] + np.arange(window_size)]

select_random_windows(arr, 3)
#array([[ 4,  5,  6],
#       [ 7,  8,  9],
#       [17, 18, 19],
#       [25, 26, 27],
#       [31, 32, 33],
#       [39, 40, 41]])