Added some missing validation of the user supplied number of folds

to the cross_validate_multiclass_trainer() routine.  Not it will
throw an exception if the number of folds is too big rather than
just producing a confusing result.

dlib/svm/cross_validate_multiclass_trainer.h

@@ -7,6 +7,7 @@
 #include "../matrix.h"
 #include "one_vs_one_trainer.h"
 #include "cross_validate_multiclass_trainer_abstract.h"
+#include <sstream>
 
 namespace dlib
 {
@@ -67,6 +68,12 @@ namespace dlib
 
 // ----------------------------------------------------------------------------------------
 
+    class cross_validation_error : public dlib::error 
+    { 
+    public: 
+        cross_validation_error(const std::string& msg) : dlib::error(msg){};
+    };
+
     template <
         typename trainer_type,
         typename sample_type,
@@ -104,6 +111,15 @@ namespace dlib
         for (typename std::map<label_type,long>::iterator i = label_counts.begin(); i != label_counts.end(); ++i)
         {
             const long in_test = i->second/folds;
+            if (in_test == 0)
+            {
+                std::ostringstream sout;
+                sout << "In dlib::cross_validate_multiclass_trainer(), the number of folds was larger" << std::endl;
+                sout << "than the number of elements of one of the training classes." << std::endl;
+                sout << "  folds: "<< folds << std::endl;
+                sout << "  size of class " << i->first << ": "<< i->second << std::endl;
+                throw cross_validation_error(sout.str());
+            }
             num_in_test[i->first] = in_test; 
             num_in_train[i->first] = i->second - in_test;
         }

dlib/svm/cross_validate_multiclass_trainer_abstract.h

@@ -38,6 +38,16 @@ namespace dlib
               with labels the decision function hasn't ever seen before are ignored.
     !*/
 
+// ----------------------------------------------------------------------------------------
+
+    class cross_validation_error : public dlib::error 
+    { 
+        /*!
+            This is the exception class used by the cross_validate_multiclass_trainer() 
+            routine.
+        !*/
+    };
+
 // ----------------------------------------------------------------------------------------
 
     template <
@@ -74,6 +84,10 @@ namespace dlib
               samples in a class is not an even multiple of folds.  This is because each fold has the 
               same number of test samples in it and so if the number of samples in a class isn't a 
               multiple of folds then a few are not tested.  
+        throws
+            - cross_validation_error
+              This exception is thrown if one of the classes has fewer samples than
+              the number of requested folds.
     !*/
 
 }